CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 1.3048 1.3161 0.0113 0.9% 1.3096
High 1.3158 1.3161 0.0003 0.0% 1.3161
Low 1.3040 1.3079 0.0039 0.3% 1.3040
Close 1.3123 1.3069 -0.0054 -0.4% 1.3069
Range 0.0118 0.0082 -0.0036 -30.5% 0.0121
ATR 0.0054 0.0056 0.0002 3.7% 0.0000
Volume 145 182 37 25.5% 457
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3349 1.3291 1.3114
R3 1.3267 1.3209 1.3092
R2 1.3185 1.3185 1.3084
R1 1.3127 1.3127 1.3077 1.3115
PP 1.3103 1.3103 1.3103 1.3097
S1 1.3045 1.3045 1.3061 1.3033
S2 1.3021 1.3021 1.3054
S3 1.2939 1.2963 1.3046
S4 1.2857 1.2881 1.3024
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3453 1.3382 1.3136
R3 1.3332 1.3261 1.3102
R2 1.3211 1.3211 1.3091
R1 1.3140 1.3140 1.3080 1.3115
PP 1.3090 1.3090 1.3090 1.3078
S1 1.3019 1.3019 1.3058 1.2994
S2 1.2969 1.2969 1.3047
S3 1.2848 1.2898 1.3036
S4 1.2727 1.2777 1.3002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3161 1.3040 0.0121 0.9% 0.0062 0.5% 24% True False 91
10 1.3161 1.2965 0.0196 1.5% 0.0031 0.2% 53% True False 55
20 1.3161 1.2885 0.0276 2.1% 0.0018 0.1% 67% True False 30
40 1.3161 1.2684 0.0477 3.6% 0.0016 0.1% 81% True False 16
60 1.3161 1.2338 0.0823 6.3% 0.0011 0.1% 89% True False 12
80 1.3161 1.2338 0.0823 6.3% 0.0008 0.1% 89% True False 15
100 1.3161 1.2201 0.0960 7.3% 0.0007 0.1% 90% True False 12
Crabel Price Patterns
NR True
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 True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3510
2.618 1.3376
1.618 1.3294
1.000 1.3243
0.618 1.3212
HIGH 1.3161
0.618 1.3130
0.500 1.3120
0.382 1.3110
LOW 1.3079
0.618 1.3028
1.000 1.2997
1.618 1.2946
2.618 1.2864
4.250 1.2731
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 1.3120 1.3101
PP 1.3103 1.3090
S1 1.3086 1.3080

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

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