CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 1.3074 1.3043 -0.0031 -0.2% 1.2965
High 1.3074 1.3043 -0.0031 -0.2% 1.3086
Low 1.3074 1.3043 -0.0031 -0.2% 1.2965
Close 1.3081 1.3043 -0.0038 -0.3% 1.3043
Range
ATR 0.0049 0.0048 -0.0001 -1.6% 0.0000
Volume 30 2 -28 -93.3% 99
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3043 1.3043 1.3043
R3 1.3043 1.3043 1.3043
R2 1.3043 1.3043 1.3043
R1 1.3043 1.3043 1.3043 1.3043
PP 1.3043 1.3043 1.3043 1.3043
S1 1.3043 1.3043 1.3043 1.3043
S2 1.3043 1.3043 1.3043
S3 1.3043 1.3043 1.3043
S4 1.3043 1.3043 1.3043
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3394 1.3340 1.3110
R3 1.3273 1.3219 1.3076
R2 1.3152 1.3152 1.3065
R1 1.3098 1.3098 1.3054 1.3125
PP 1.3031 1.3031 1.3031 1.3045
S1 1.2977 1.2977 1.3032 1.3004
S2 1.2910 1.2910 1.3021
S3 1.2789 1.2856 1.3010
S4 1.2668 1.2735 1.2976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3086 1.2965 0.0121 0.9% 0.0000 0.0% 64% False False 19
10 1.3086 1.2885 0.0201 1.5% 0.0005 0.0% 79% False False 15
20 1.3117 1.2885 0.0232 1.8% 0.0003 0.0% 68% False False 8
40 1.3129 1.2684 0.0445 3.4% 0.0008 0.1% 81% False False 5
60 1.3129 1.2338 0.0791 6.1% 0.0006 0.0% 89% False False 7
80 1.3129 1.2201 0.0928 7.1% 0.0004 0.0% 91% False False 9
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 1.3043
2.618 1.3043
1.618 1.3043
1.000 1.3043
0.618 1.3043
HIGH 1.3043
0.618 1.3043
0.500 1.3043
0.382 1.3043
LOW 1.3043
0.618 1.3043
1.000 1.3043
1.618 1.3043
2.618 1.3043
4.250 1.3043
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 1.3043 1.3065
PP 1.3043 1.3057
S1 1.3043 1.3050

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

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