CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 1.2049 1.2130 0.0081 0.7% 1.1791
High 1.2176 1.2146 -0.0030 -0.2% 1.2060
Low 1.2031 1.2103 0.0072 0.6% 1.1770
Close 1.2114 1.2149 0.0035 0.3% 1.2042
Range 0.0145 0.0043 -0.0102 -70.3% 0.0290
ATR 0.0109 0.0105 -0.0005 -4.3% 0.0000
Volume 197 434 237 120.3% 1,232
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2262 1.2248 1.2173
R3 1.2219 1.2205 1.2161
R2 1.2176 1.2176 1.2157
R1 1.2162 1.2162 1.2153 1.2169
PP 1.2133 1.2133 1.2133 1.2136
S1 1.2119 1.2119 1.2145 1.2126
S2 1.2090 1.2090 1.2141
S3 1.2047 1.2076 1.2137
S4 1.2004 1.2033 1.2125
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 1.2176 1.1897 0.0279 2.3% 0.0094 0.8% 90% False False 274
10 1.2176 1.1707 0.0469 3.9% 0.0098 0.8% 94% False False 255
20 1.2392 1.1707 0.0685 5.6% 0.0086 0.7% 65% False False 197
40 1.2944 1.1707 0.1237 10.2% 0.0090 0.7% 36% False False 143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2329
2.618 1.2259
1.618 1.2216
1.000 1.2189
0.618 1.2173
HIGH 1.2146
0.618 1.2130
0.500 1.2125
0.382 1.2119
LOW 1.2103
0.618 1.2076
1.000 1.2060
1.618 1.2033
2.618 1.1990
4.250 1.1920
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 1.2141 1.2121
PP 1.2133 1.2092
S1 1.2125 1.2064

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

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