CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 1.2166 1.2172 0.0006 0.0% 1.2256
High 1.2166 1.2172 0.0006 0.0% 1.2256
Low 1.2166 1.2172 0.0006 0.0% 1.2162
Close 1.2166 1.2172 0.0006 0.0% 1.2166
Range
ATR 0.0035 0.0033 -0.0002 -5.9% 0.0000
Volume 3 3 0 0.0% 13
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2172 1.2172 1.2172
R3 1.2172 1.2172 1.2172
R2 1.2172 1.2172 1.2172
R1 1.2172 1.2172 1.2172 1.2172
PP 1.2172 1.2172 1.2172 1.2172
S1 1.2172 1.2172 1.2172 1.2172
S2 1.2172 1.2172 1.2172
S3 1.2172 1.2172 1.2172
S4 1.2172 1.2172 1.2172
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2477 1.2415 1.2218
R3 1.2383 1.2321 1.2192
R2 1.2289 1.2289 1.2183
R1 1.2227 1.2227 1.2175 1.2211
PP 1.2195 1.2195 1.2195 1.2187
S1 1.2133 1.2133 1.2157 1.2117
S2 1.2101 1.2101 1.2149
S3 1.2007 1.2039 1.2140
S4 1.1913 1.1945 1.2114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2236 1.2162 0.0074 0.6% 0.0012 0.1% 14% False False 2
10 1.2256 1.2037 0.0219 1.8% 0.0014 0.1% 62% False False 2
20 1.2256 1.1931 0.0325 2.7% 0.0010 0.1% 74% False False 3
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2172
2.618 1.2172
1.618 1.2172
1.000 1.2172
0.618 1.2172
HIGH 1.2172
0.618 1.2172
0.500 1.2172
0.382 1.2172
LOW 1.2172
0.618 1.2172
1.000 1.2172
1.618 1.2172
2.618 1.2172
4.250 1.2172
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 1.2172 1.2170
PP 1.2172 1.2169
S1 1.2172 1.2167

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

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