CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 1.3042 1.3077 0.0035 0.3% 1.3074
High 1.3042 1.3077 0.0035 0.3% 1.3085
Low 1.3042 1.3077 0.0035 0.3% 1.2932
Close 1.3039 1.3077 0.0038 0.3% 1.3076
Range
ATR 0.0055 0.0054 -0.0001 -2.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3077 1.3077 1.3077
R3 1.3077 1.3077 1.3077
R2 1.3077 1.3077 1.3077
R1 1.3077 1.3077 1.3077 1.3077
PP 1.3077 1.3077 1.3077 1.3077
S1 1.3077 1.3077 1.3077 1.3077
S2 1.3077 1.3077 1.3077
S3 1.3077 1.3077 1.3077
S4 1.3077 1.3077 1.3077
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3490 1.3436 1.3160
R3 1.3337 1.3283 1.3118
R2 1.3184 1.3184 1.3104
R1 1.3130 1.3130 1.3090 1.3157
PP 1.3031 1.3031 1.3031 1.3045
S1 1.2977 1.2977 1.3062 1.3004
S2 1.2878 1.2878 1.3048
S3 1.2725 1.2824 1.3034
S4 1.2572 1.2671 1.2992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3085 1.2932 0.0153 1.2% 0.0000 0.0% 95% False False 1
10 1.3117 1.2932 0.0185 1.4% 0.0000 0.0% 78% False False 1
20 1.3129 1.2684 0.0445 3.4% 0.0011 0.1% 88% False False 2
40 1.3129 1.2338 0.0791 6.0% 0.0007 0.1% 93% False False 1
60 1.3129 1.2338 0.0791 6.0% 0.0005 0.0% 93% False False 10
80 1.3129 1.2201 0.0928 7.1% 0.0004 0.0% 94% False False 8
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 1.3077
2.618 1.3077
1.618 1.3077
1.000 1.3077
0.618 1.3077
HIGH 1.3077
0.618 1.3077
0.500 1.3077
0.382 1.3077
LOW 1.3077
0.618 1.3077
1.000 1.3077
1.618 1.3077
2.618 1.3077
4.250 1.3077
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 1.3077 1.3073
PP 1.3077 1.3068
S1 1.3077 1.3064

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

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