CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 1.1883 1.1760 -0.0123 -1.0% 1.2280
High 1.1890 1.1767 -0.0123 -1.0% 1.2280
Low 1.1798 1.1707 -0.0091 -0.8% 1.1823
Close 1.1803 1.1723 -0.0080 -0.7% 1.1908
Range 0.0092 0.0060 -0.0032 -34.8% 0.0457
ATR 0.0108 0.0107 -0.0001 -0.8% 0.0000
Volume 30 135 105 350.0% 778
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1912 1.1878 1.1756
R3 1.1852 1.1818 1.1740
R2 1.1792 1.1792 1.1734
R1 1.1758 1.1758 1.1729 1.1745
PP 1.1732 1.1732 1.1732 1.1726
S1 1.1698 1.1698 1.1718 1.1685
S2 1.1672 1.1672 1.1712
S3 1.1612 1.1638 1.1707
S4 1.1552 1.1578 1.1690
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 1.2108 1.1707 0.0401 3.4% 0.0089 0.8% 4% False True 174
10 1.2391 1.1707 0.0684 5.8% 0.0077 0.7% 2% False True 149
20 1.2944 1.1707 0.1237 10.6% 0.0127 1.1% 1% False True 163
40 1.2944 1.1707 0.1237 10.6% 0.0071 0.6% 1% False True 83
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2022
2.618 1.1924
1.618 1.1864
1.000 1.1827
0.618 1.1804
HIGH 1.1767
0.618 1.1744
0.500 1.1737
0.382 1.1730
LOW 1.1707
0.618 1.1670
1.000 1.1647
1.618 1.1610
2.618 1.1550
4.250 1.1452
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 1.1737 1.1823
PP 1.1732 1.1790
S1 1.1728 1.1756

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

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