CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	1.2266	1.2128	-0.0138	-1.1%	1.2393
High	1.2271	1.2128	-0.0143	-1.2%	1.2393
Low	1.2144	1.2042	-0.0102	-0.8%	1.2298
Close	1.2148	1.2084	-0.0064	-0.5%	1.2303
Range	0.0127	0.0086	-0.0041	-32.3%	0.0095
ATR	0.0107	0.0107	0.0000	-0.1%	0.0000
Volume	497	78	-419	-84.3%	757

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2343	1.2299	1.2131
R3	1.2257	1.2213	1.2108
R2	1.2171	1.2171	1.2100
R1	1.2127	1.2127	1.2092	1.2106
PP	1.2085	1.2085	1.2085	1.2074
S1	1.2041	1.2041	1.2076	1.2020
S2	1.1999	1.1999	1.2068
S3	1.1913	1.1955	1.2060
S4	1.1827	1.1869	1.2037

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	1.2391	1.2042	0.0349	2.9%	0.0064	0.5%	12%	False	True	124
10	1.2944	1.2042	0.0902	7.5%	0.0128	1.1%	5%	False	True	194
20	1.2944	1.2042	0.0902	7.5%	0.0110	0.9%	5%	False	True	120

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2494
2.618	1.2353
1.618	1.2267
1.000	1.2214
0.618	1.2181
HIGH	1.2128
0.618	1.2095
0.500	1.2085
0.382	1.2075
LOW	1.2042
0.618	1.1989
1.000	1.1956
1.618	1.1903
2.618	1.1817
4.250	1.1677

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	1.2085	1.2161
PP	1.2085	1.2135
S1	1.2084	1.2110

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols