CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.2323 1.2280 -0.0043 -0.3% 1.2393
High 1.2323 1.2280 -0.0043 -0.3% 1.2393
Low 1.2298 1.2229 -0.0069 -0.6% 1.2298
Close 1.2303 1.2264 -0.0039 -0.3% 1.2303
Range 0.0025 0.0051 0.0026 104.0% 0.0095
ATR 0.0108 0.0106 -0.0002 -2.3% 0.0000
Volume 12 15 3 25.0% 757
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2411 1.2388 1.2292
R3 1.2360 1.2337 1.2278
R2 1.2309 1.2309 1.2273
R1 1.2286 1.2286 1.2269 1.2272
PP 1.2258 1.2258 1.2258 1.2251
S1 1.2235 1.2235 1.2259 1.2221
S2 1.2207 1.2207 1.2255
S3 1.2156 1.2184 1.2250
S4 1.2105 1.2133 1.2236
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2616 1.2555 1.2355
R3 1.2521 1.2460 1.2329
R2 1.2426 1.2426 1.2320
R1 1.2365 1.2365 1.2312 1.2348
PP 1.2331 1.2331 1.2331 1.2323
S1 1.2270 1.2270 1.2294 1.2253
S2 1.2236 1.2236 1.2286
S3 1.2141 1.2175 1.2277
S4 1.2046 1.2080 1.2251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2392 1.2229 0.0163 1.3% 0.0038 0.3% 21% False True 35
10 1.2944 1.2214 0.0730 6.0% 0.0151 1.2% 7% False False 172
20 1.2944 1.2050 0.0894 7.3% 0.0102 0.8% 24% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2497
2.618 1.2414
1.618 1.2363
1.000 1.2331
0.618 1.2312
HIGH 1.2280
0.618 1.2261
0.500 1.2255
0.382 1.2248
LOW 1.2229
0.618 1.2197
1.000 1.2178
1.618 1.2146
2.618 1.2095
4.250 1.2012
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.2261 1.2310
PP 1.2258 1.2295
S1 1.2255 1.2279

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

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