CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 1.2074 1.2196 0.0122 1.0% 1.2172
High 1.2074 1.2225 0.0151 1.3% 1.2225
Low 1.2050 1.2156 0.0106 0.9% 1.2050
Close 1.2067 1.2235 0.0168 1.4% 1.2235
Range 0.0024 0.0069 0.0045 187.5% 0.0175
ATR 0.0038 0.0046 0.0009 22.7% 0.0000
Volume 8 53 45 562.5% 75
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2412 1.2393 1.2273
R3 1.2343 1.2324 1.2254
R2 1.2274 1.2274 1.2248
R1 1.2255 1.2255 1.2241 1.2265
PP 1.2205 1.2205 1.2205 1.2210
S1 1.2186 1.2186 1.2229 1.2196
S2 1.2136 1.2136 1.2222
S3 1.2067 1.2117 1.2216
S4 1.1998 1.2048 1.2197
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2695 1.2640 1.2331
R3 1.2520 1.2465 1.2283
R2 1.2345 1.2345 1.2267
R1 1.2290 1.2290 1.2251 1.2318
PP 1.2170 1.2170 1.2170 1.2184
S1 1.2115 1.2115 1.2219 1.2143
S2 1.1995 1.1995 1.2203
S3 1.1820 1.1940 1.2187
S4 1.1645 1.1765 1.2139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2225 1.2050 0.0175 1.4% 0.0039 0.3% 106% True False 15
10 1.2256 1.2050 0.0206 1.7% 0.0026 0.2% 90% False False 8
20 1.2256 1.1931 0.0325 2.7% 0.0020 0.2% 94% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2518
2.618 1.2406
1.618 1.2337
1.000 1.2294
0.618 1.2268
HIGH 1.2225
0.618 1.2199
0.500 1.2191
0.382 1.2182
LOW 1.2156
0.618 1.2113
1.000 1.2087
1.618 1.2044
2.618 1.1975
4.250 1.1863
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 1.2220 1.2203
PP 1.2205 1.2170
S1 1.2191 1.2138

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

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