CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 1.1760 1.1738 -0.0022 -0.2% 1.2280
High 1.1767 1.1827 0.0060 0.5% 1.2280
Low 1.1707 1.1712 0.0005 0.0% 1.1823
Close 1.1723 1.1789 0.0066 0.6% 1.1908
Range 0.0060 0.0115 0.0055 91.7% 0.0457
ATR 0.0107 0.0107 0.0001 0.6% 0.0000
Volume 135 464 329 243.7% 778
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2121 1.2070 1.1852
R3 1.2006 1.1955 1.1821
R2 1.1891 1.1891 1.1810
R1 1.1840 1.1840 1.1800 1.1866
PP 1.1776 1.1776 1.1776 1.1789
S1 1.1725 1.1725 1.1778 1.1751
S2 1.1661 1.1661 1.1768
S3 1.1546 1.1610 1.1757
S4 1.1431 1.1495 1.1726
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 1.2017 1.1707 0.0310 2.6% 0.0100 0.8% 26% False False 250
10 1.2323 1.1707 0.0616 5.2% 0.0085 0.7% 13% False False 194
20 1.2944 1.1707 0.1237 10.5% 0.0131 1.1% 7% False False 186
40 1.2944 1.1707 0.1237 10.5% 0.0074 0.6% 7% False False 95
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2316
2.618 1.2128
1.618 1.2013
1.000 1.1942
0.618 1.1898
HIGH 1.1827
0.618 1.1783
0.500 1.1770
0.382 1.1756
LOW 1.1712
0.618 1.1641
1.000 1.1597
1.618 1.1526
2.618 1.1411
4.250 1.1223
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 1.1783 1.1799
PP 1.1776 1.1795
S1 1.1770 1.1792

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

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