CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 1.3016 1.3016 0.0000 0.0% 1.3050
High 1.3016 1.3129 0.0113 0.9% 1.3068
Low 1.3016 1.3016 0.0000 0.0% 1.2684
Close 1.3016 1.3072 0.0056 0.4% 1.2783
Range 0.0000 0.0113 0.0113 0.0384
ATR 0.0076 0.0078 0.0003 3.5% 0.0000
Volume 2 3 1 50.0% 12
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3411 1.3355 1.3134
R3 1.3298 1.3242 1.3103
R2 1.3185 1.3185 1.3093
R1 1.3129 1.3129 1.3082 1.3157
PP 1.3072 1.3072 1.3072 1.3087
S1 1.3016 1.3016 1.3062 1.3044
S2 1.2959 1.2959 1.3051
S3 1.2846 1.2903 1.3041
S4 1.2733 1.2790 1.3010
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3997 1.3774 1.2994
R3 1.3613 1.3390 1.2889
R2 1.3229 1.3229 1.2853
R1 1.3006 1.3006 1.2818 1.2926
PP 1.2845 1.2845 1.2845 1.2805
S1 1.2622 1.2622 1.2748 1.2542
S2 1.2461 1.2461 1.2713
S3 1.2077 1.2238 1.2677
S4 1.1693 1.1854 1.2572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3129 1.2684 0.0445 3.4% 0.0030 0.2% 87% True False 2
10 1.3129 1.2684 0.0445 3.4% 0.0026 0.2% 87% True False 2
20 1.3129 1.2665 0.0464 3.5% 0.0013 0.1% 88% True False 2
40 1.3129 1.2338 0.0791 6.1% 0.0007 0.1% 93% True False 12
60 1.3129 1.2201 0.0928 7.1% 0.0005 0.0% 94% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 1.3609
2.618 1.3425
1.618 1.3312
1.000 1.3242
0.618 1.3199
HIGH 1.3129
0.618 1.3086
0.500 1.3073
0.382 1.3059
LOW 1.3016
0.618 1.2946
1.000 1.2903
1.618 1.2833
2.618 1.2720
4.250 1.2536
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 1.3073 1.3053
PP 1.3072 1.3034
S1 1.3072 1.3016

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

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