CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 1.1956 1.1961 0.0005 0.0% 1.1791
High 1.2053 1.2060 0.0007 0.1% 1.2060
Low 1.1956 1.1952 -0.0004 0.0% 1.1770
Close 1.1999 1.2042 0.0043 0.4% 1.2042
Range 0.0097 0.0108 0.0011 11.3% 0.0290
ATR 0.0107 0.0107 0.0000 0.1% 0.0000
Volume 143 374 231 161.5% 1,232
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2342 1.2300 1.2101
R3 1.2234 1.2192 1.2072
R2 1.2126 1.2126 1.2062
R1 1.2084 1.2084 1.2052 1.2105
PP 1.2018 1.2018 1.2018 1.2029
S1 1.1976 1.1976 1.2032 1.1997
S2 1.1910 1.1910 1.2022
S3 1.1802 1.1868 1.2012
S4 1.1694 1.1760 1.1983
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2827 1.2725 1.2202
R3 1.2537 1.2435 1.2122
R2 1.2247 1.2247 1.2095
R1 1.2145 1.2145 1.2069 1.2196
PP 1.1957 1.1957 1.1957 1.1983
S1 1.1855 1.1855 1.2015 1.1906
S2 1.1667 1.1667 1.1989
S3 1.1377 1.1565 1.1962
S4 1.1087 1.1275 1.1883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2060 1.1770 0.0290 2.4% 0.0105 0.9% 94% True False 246
10 1.2060 1.1707 0.0353 2.9% 0.0092 0.8% 95% True False 247
20 1.2393 1.1707 0.0686 5.7% 0.0082 0.7% 49% False False 200
40 1.2944 1.1707 0.1237 10.3% 0.0088 0.7% 27% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2519
2.618 1.2343
1.618 1.2235
1.000 1.2168
0.618 1.2127
HIGH 1.2060
0.618 1.2019
0.500 1.2006
0.382 1.1993
LOW 1.1952
0.618 1.1885
1.000 1.1844
1.618 1.1777
2.618 1.1669
4.250 1.1493
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 1.2030 1.2021
PP 1.2018 1.2000
S1 1.2006 1.1979

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

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