CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 1.2393 1.2334 -0.0059 -0.5% 1.2434
High 1.2393 1.2384 -0.0009 -0.1% 1.2944
Low 1.2327 1.2331 0.0004 0.0% 1.2160
Close 1.2356 1.2377 0.0021 0.2% 1.2370
Range 0.0066 0.0053 -0.0013 -19.7% 0.0784
ATR 0.0129 0.0123 -0.0005 -4.2% 0.0000
Volume 596 103 -493 -82.7% 990
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2523 1.2503 1.2406
R3 1.2470 1.2450 1.2392
R2 1.2417 1.2417 1.2387
R1 1.2397 1.2397 1.2382 1.2407
PP 1.2364 1.2364 1.2364 1.2369
S1 1.2344 1.2344 1.2372 1.2354
S2 1.2311 1.2311 1.2367
S3 1.2258 1.2291 1.2362
S4 1.2205 1.2238 1.2348
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4843 1.4391 1.2801
R3 1.4059 1.3607 1.2586
R2 1.3275 1.3275 1.2514
R1 1.2823 1.2823 1.2442 1.2657
PP 1.2491 1.2491 1.2491 1.2409
S1 1.2039 1.2039 1.2298 1.1873
S2 1.1707 1.1707 1.2226
S3 1.0923 1.1255 1.2154
S4 1.0139 1.0471 1.1939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2944 1.2228 0.0716 5.8% 0.0234 1.9% 21% False False 318
10 1.2944 1.2050 0.0894 7.2% 0.0174 1.4% 37% False False 175
20 1.2944 1.2050 0.0894 7.2% 0.0095 0.8% 37% False False 89
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2609
2.618 1.2523
1.618 1.2470
1.000 1.2437
0.618 1.2417
HIGH 1.2384
0.618 1.2364
0.500 1.2358
0.382 1.2351
LOW 1.2331
0.618 1.2298
1.000 1.2278
1.618 1.2245
2.618 1.2192
4.250 1.2106
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 1.2371 1.2446
PP 1.2364 1.2423
S1 1.2358 1.2400

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

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