CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 1.1901 1.1883 -0.0018 -0.2% 1.2280
High 1.1939 1.1890 -0.0049 -0.4% 1.2280
Low 1.1900 1.1798 -0.0102 -0.9% 1.1823
Close 1.1909 1.1803 -0.0106 -0.9% 1.1908
Range 0.0039 0.0092 0.0053 135.9% 0.0457
ATR 0.0107 0.0108 0.0000 0.3% 0.0000
Volume 521 30 -491 -94.2% 778
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2106 1.2047 1.1854
R3 1.2014 1.1955 1.1828
R2 1.1922 1.1922 1.1820
R1 1.1863 1.1863 1.1811 1.1847
PP 1.1830 1.1830 1.1830 1.1822
S1 1.1771 1.1771 1.1795 1.1755
S2 1.1738 1.1738 1.1786
S3 1.1646 1.1679 1.1778
S4 1.1554 1.1587 1.1752
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.3375 1.3098 1.2159
R3 1.2918 1.2641 1.2034
R2 1.2461 1.2461 1.1992
R1 1.2184 1.2184 1.1950 1.2094
PP 1.2004 1.2004 1.2004 1.1959
S1 1.1727 1.1727 1.1866 1.1637
S2 1.1547 1.1547 1.1824
S3 1.1090 1.1270 1.1782
S4 1.0633 1.0813 1.1657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2128 1.1798 0.0330 2.8% 0.0094 0.8% 2% False True 163
10 1.2392 1.1798 0.0594 5.0% 0.0074 0.6% 1% False True 138
20 1.2944 1.1798 0.1146 9.7% 0.0124 1.0% 0% False True 157
40 1.2944 1.1798 0.1146 9.7% 0.0069 0.6% 0% False True 80
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2281
2.618 1.2131
1.618 1.2039
1.000 1.1982
0.618 1.1947
HIGH 1.1890
0.618 1.1855
0.500 1.1844
0.382 1.1833
LOW 1.1798
0.618 1.1741
1.000 1.1706
1.618 1.1649
2.618 1.1557
4.250 1.1407
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 1.1844 1.1908
PP 1.1830 1.1873
S1 1.1817 1.1838

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

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