CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 1.2687 1.2687 0.0000 0.0% 1.2514
High 1.2687 1.2687 0.0000 0.0% 1.2687
Low 1.2687 1.2687 0.0000 0.0% 1.2514
Close 1.2687 1.2687 0.0000 0.0% 1.2687
Range
ATR 0.0041 0.0038 -0.0003 -7.1% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2687 1.2687 1.2687
R3 1.2687 1.2687 1.2687
R2 1.2687 1.2687 1.2687
R1 1.2687 1.2687 1.2687 1.2687
PP 1.2687 1.2687 1.2687 1.2687
S1 1.2687 1.2687 1.2687 1.2687
S2 1.2687 1.2687 1.2687
S3 1.2687 1.2687 1.2687
S4 1.2687 1.2687 1.2687
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3148 1.3091 1.2782
R3 1.2975 1.2918 1.2735
R2 1.2802 1.2802 1.2719
R1 1.2745 1.2745 1.2703 1.2774
PP 1.2629 1.2629 1.2629 1.2644
S1 1.2572 1.2572 1.2671 1.2601
S2 1.2456 1.2456 1.2655
S3 1.2283 1.2399 1.2639
S4 1.2110 1.2226 1.2592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2687 1.2557 0.0130 1.0% 0.0007 0.1% 100% True False 1
10 1.2687 1.2338 0.0349 2.8% 0.0003 0.0% 100% True False 1
20 1.2687 1.2338 0.0349 2.8% 0.0002 0.0% 100% True False 17
40 1.2687 1.2201 0.0486 3.8% 0.0001 0.0% 100% True False 14
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2687
2.618 1.2687
1.618 1.2687
1.000 1.2687
0.618 1.2687
HIGH 1.2687
0.618 1.2687
0.500 1.2687
0.382 1.2687
LOW 1.2687
0.618 1.2687
1.000 1.2687
1.618 1.2687
2.618 1.2687
4.250 1.2687
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 1.2687 1.2685
PP 1.2687 1.2682
S1 1.2687 1.2680

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

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