CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 1.2280 1.2266 -0.0014 -0.1% 1.2393
High 1.2280 1.2271 -0.0009 -0.1% 1.2393
Low 1.2229 1.2144 -0.0085 -0.7% 1.2298
Close 1.2264 1.2148 -0.0116 -0.9% 1.2303
Range 0.0051 0.0127 0.0076 149.0% 0.0095
ATR 0.0106 0.0107 0.0002 1.4% 0.0000
Volume 15 497 482 3,213.3% 757
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2569 1.2485 1.2218
R3 1.2442 1.2358 1.2183
R2 1.2315 1.2315 1.2171
R1 1.2231 1.2231 1.2160 1.2210
PP 1.2188 1.2188 1.2188 1.2177
S1 1.2104 1.2104 1.2136 1.2083
S2 1.2061 1.2061 1.2125
S3 1.1934 1.1977 1.2113
S4 1.1807 1.1850 1.2078
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 1.2144 0.0248 2.0% 0.0053 0.4% 2% False True 114
10 1.2944 1.2144 0.0800 6.6% 0.0143 1.2% 1% False True 216
20 1.2944 1.2050 0.0894 7.4% 0.0105 0.9% 11% False False 117
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 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2811
2.618 1.2603
1.618 1.2476
1.000 1.2398
0.618 1.2349
HIGH 1.2271
0.618 1.2222
0.500 1.2208
0.382 1.2193
LOW 1.2144
0.618 1.2066
1.000 1.2017
1.618 1.1939
2.618 1.1812
4.250 1.1604
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 1.2208 1.2234
PP 1.2188 1.2205
S1 1.2168 1.2177

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

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