CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 1.2028 1.2082 0.0054 0.4% 1.1838
High 1.2050 1.2144 0.0094 0.8% 1.2069
Low 1.2028 1.2082 0.0054 0.4% 1.1838
Close 1.2052 1.2127 0.0075 0.6% 1.2052
Range 0.0022 0.0062 0.0040 181.8% 0.0231
ATR 0.0071 0.0072 0.0002 2.2% 0.0000
Volume 14 36 22 157.1% 75
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2304 1.2277 1.2161
R3 1.2242 1.2215 1.2144
R2 1.2180 1.2180 1.2138
R1 1.2153 1.2153 1.2133 1.2167
PP 1.2118 1.2118 1.2118 1.2124
S1 1.2091 1.2091 1.2121 1.2105
S2 1.2056 1.2056 1.2116
S3 1.1994 1.2029 1.2110
S4 1.1932 1.1967 1.2093
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2679 1.2597 1.2179
R3 1.2448 1.2366 1.2116
R2 1.2217 1.2217 1.2094
R1 1.2135 1.2135 1.2073 1.2176
PP 1.1986 1.1986 1.1986 1.2007
S1 1.1904 1.1904 1.2031 1.1945
S2 1.1755 1.1755 1.2010
S3 1.1524 1.1673 1.1988
S4 1.1293 1.1442 1.1925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2144 1.1920 0.0224 1.8% 0.0039 0.3% 92% True False 21
10 1.2144 1.1732 0.0412 3.4% 0.0019 0.2% 96% True False 14
20 1.2408 1.1732 0.0676 5.6% 0.0018 0.1% 58% False False 15
40 1.2708 1.1732 0.0976 8.0% 0.0033 0.3% 40% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2408
2.618 1.2306
1.618 1.2244
1.000 1.2206
0.618 1.2182
HIGH 1.2144
0.618 1.2120
0.500 1.2113
0.382 1.2106
LOW 1.2082
0.618 1.2044
1.000 1.2020
1.618 1.1982
2.618 1.1920
4.250 1.1819
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 1.2122 1.2112
PP 1.2118 1.2097
S1 1.2113 1.2082

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

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