CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 1.2940 1.2915 -0.0025 -0.2% 1.2885
High 1.2940 1.2915 -0.0025 -0.2% 1.2981
Low 1.2940 1.2915 -0.0025 -0.2% 1.2885
Close 1.2940 1.2948 0.0008 0.1% 1.2948
Range
ATR 0.0055 0.0053 -0.0002 -3.9% 0.0000
Volume 24 10 -14 -58.3% 43
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2926 1.2937 1.2948
R3 1.2926 1.2937 1.2948
R2 1.2926 1.2926 1.2948
R1 1.2937 1.2937 1.2948 1.2932
PP 1.2926 1.2926 1.2926 1.2923
S1 1.2937 1.2937 1.2948 1.2932
S2 1.2926 1.2926 1.2948
S3 1.2926 1.2937 1.2948
S4 1.2926 1.2937 1.2948
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3226 1.3183 1.3001
R3 1.3130 1.3087 1.2974
R2 1.3034 1.3034 1.2966
R1 1.2991 1.2991 1.2957 1.3013
PP 1.2938 1.2938 1.2938 1.2949
S1 1.2895 1.2895 1.2939 1.2917
S2 1.2842 1.2842 1.2930
S3 1.2746 1.2799 1.2922
S4 1.2650 1.2703 1.2895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3063 1.2885 0.0178 1.4% 0.0010 0.1% 35% False False 10
10 1.3091 1.2885 0.0206 1.6% 0.0005 0.0% 31% False False 5
20 1.3117 1.2885 0.0232 1.8% 0.0003 0.0% 27% False False 3
40 1.3129 1.2665 0.0464 3.6% 0.0008 0.1% 61% False False 2
60 1.3129 1.2338 0.0791 6.1% 0.0006 0.0% 77% False False 8
80 1.3129 1.2201 0.0928 7.2% 0.0004 0.0% 80% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.2915
2.618 1.2915
1.618 1.2915
1.000 1.2915
0.618 1.2915
HIGH 1.2915
0.618 1.2915
0.500 1.2915
0.382 1.2915
LOW 1.2915
0.618 1.2915
1.000 1.2915
1.618 1.2915
2.618 1.2915
4.250 1.2915
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 1.2937 1.2948
PP 1.2926 1.2948
S1 1.2915 1.2948

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

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