CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.2201 1.2360 0.0159 1.3% 1.2239
High 1.2201 1.2360 0.0159 1.3% 1.2360
Low 1.2201 1.2360 0.0159 1.3% 1.2201
Close 1.2330 1.2407 0.0077 0.6% 1.2407
Range
ATR 0.0030 0.0030 0.0000 -0.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2376 1.2391 1.2407
R3 1.2376 1.2391 1.2407
R2 1.2376 1.2376 1.2407
R1 1.2391 1.2391 1.2407 1.2384
PP 1.2376 1.2376 1.2376 1.2372
S1 1.2391 1.2391 1.2407 1.2384
S2 1.2376 1.2376 1.2407
S3 1.2376 1.2391 1.2407
S4 1.2376 1.2391 1.2407
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2800 1.2762 1.2494
R3 1.2641 1.2603 1.2451
R2 1.2482 1.2482 1.2436
R1 1.2444 1.2444 1.2422 1.2463
PP 1.2323 1.2323 1.2323 1.2332
S1 1.2285 1.2285 1.2392 1.2304
S2 1.2164 1.2164 1.2378
S3 1.2005 1.2126 1.2363
S4 1.1846 1.1967 1.2320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2360 1.2201 0.0159 1.3% 0.0000 0.0% 130% True False 2
10 1.2415 1.2201 0.0214 1.7% 0.0000 0.0% 96% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2360
2.618 1.2360
1.618 1.2360
1.000 1.2360
0.618 1.2360
HIGH 1.2360
0.618 1.2360
0.500 1.2360
0.382 1.2360
LOW 1.2360
0.618 1.2360
1.000 1.2360
1.618 1.2360
2.618 1.2360
4.250 1.2360
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.2391 1.2365
PP 1.2376 1.2323
S1 1.2360 1.2281

These figures are updated between 7pm and 10pm EST after a trading day.

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