CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 1.1790 1.1791 0.0001 0.0% 1.1901
High 1.1817 1.1845 0.0028 0.2% 1.1939
Low 1.1726 1.1770 0.0044 0.4% 1.1707
Close 1.1802 1.1825 0.0023 0.2% 1.1802
Range 0.0091 0.0075 -0.0016 -17.6% 0.0232
ATR 0.0106 0.0104 -0.0002 -2.1% 0.0000
Volume 97 267 170 175.3% 1,247
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2038 1.2007 1.1866
R3 1.1963 1.1932 1.1846
R2 1.1888 1.1888 1.1839
R1 1.1857 1.1857 1.1832 1.1873
PP 1.1813 1.1813 1.1813 1.1821
S1 1.1782 1.1782 1.1818 1.1798
S2 1.1738 1.1738 1.1811
S3 1.1663 1.1707 1.1804
S4 1.1588 1.1632 1.1784
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2512 1.2389 1.1930
R3 1.2280 1.2157 1.1866
R2 1.2048 1.2048 1.1845
R1 1.1925 1.1925 1.1823 1.1871
PP 1.1816 1.1816 1.1816 1.1789
S1 1.1693 1.1693 1.1781 1.1639
S2 1.1584 1.1584 1.1759
S3 1.1352 1.1461 1.1738
S4 1.1120 1.1229 1.1674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1890 1.1707 0.0183 1.5% 0.0087 0.7% 64% False False 198
10 1.2271 1.1707 0.0564 4.8% 0.0094 0.8% 21% False False 227
20 1.2944 1.1707 0.1237 10.5% 0.0122 1.0% 10% False False 199
40 1.2944 1.1707 0.1237 10.5% 0.0078 0.7% 10% False False 104
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2164
2.618 1.2041
1.618 1.1966
1.000 1.1920
0.618 1.1891
HIGH 1.1845
0.618 1.1816
0.500 1.1808
0.382 1.1799
LOW 1.1770
0.618 1.1724
1.000 1.1695
1.618 1.1649
2.618 1.1574
4.250 1.1451
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 1.1819 1.1810
PP 1.1813 1.1794
S1 1.1808 1.1779

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

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