CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 1.3016 1.3062 0.0046 0.4% 1.3050
High 1.3129 1.3062 -0.0067 -0.5% 1.3068
Low 1.3016 1.3062 0.0046 0.4% 1.2684
Close 1.3072 1.3062 -0.0010 -0.1% 1.2783
Range 0.0113 0.0000 -0.0113 -100.0% 0.0384
ATR 0.0078 0.0073 -0.0005 -6.2% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3062 1.3062 1.3062
R3 1.3062 1.3062 1.3062
R2 1.3062 1.3062 1.3062
R1 1.3062 1.3062 1.3062 1.3062
PP 1.3062 1.3062 1.3062 1.3062
S1 1.3062 1.3062 1.3062 1.3062
S2 1.3062 1.3062 1.3062
S3 1.3062 1.3062 1.3062
S4 1.3062 1.3062 1.3062
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 1.2783 0.0346 2.6% 0.0030 0.2% 81% False False 2
10 1.3129 1.2684 0.0445 3.4% 0.0026 0.2% 85% False False 2
20 1.3129 1.2665 0.0464 3.6% 0.0013 0.1% 86% False False 2
40 1.3129 1.2338 0.0791 6.1% 0.0007 0.1% 92% False False 11
60 1.3129 1.2201 0.0928 7.1% 0.0005 0.0% 93% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3062
2.618 1.3062
1.618 1.3062
1.000 1.3062
0.618 1.3062
HIGH 1.3062
0.618 1.3062
0.500 1.3062
0.382 1.3062
LOW 1.3062
0.618 1.3062
1.000 1.3062
1.618 1.3062
2.618 1.3062
4.250 1.3062
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 1.3062 1.3073
PP 1.3062 1.3069
S1 1.3062 1.3066

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

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