CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.2130 1.2101 -0.0029 -0.2% 1.1791
High 1.2146 1.2163 0.0017 0.1% 1.2060
Low 1.2103 1.2050 -0.0053 -0.4% 1.1770
Close 1.2149 1.2148 -0.0001 0.0% 1.2042
Range 0.0043 0.0113 0.0070 162.8% 0.0290
ATR 0.0105 0.0105 0.0001 0.6% 0.0000
Volume 434 49 -385 -88.7% 1,232
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2459 1.2417 1.2210
R3 1.2346 1.2304 1.2179
R2 1.2233 1.2233 1.2169
R1 1.2191 1.2191 1.2158 1.2212
PP 1.2120 1.2120 1.2120 1.2131
S1 1.2078 1.2078 1.2138 1.2099
S2 1.2007 1.2007 1.2127
S3 1.1894 1.1965 1.2117
S4 1.1781 1.1852 1.2086
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 1.1952 0.0224 1.8% 0.0101 0.8% 88% False False 239
10 1.2176 1.1712 0.0464 3.8% 0.0103 0.8% 94% False False 247
20 1.2391 1.1707 0.0684 5.6% 0.0090 0.7% 64% False False 198
40 1.2944 1.1707 0.1237 10.2% 0.0093 0.8% 36% False False 144
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2643
2.618 1.2459
1.618 1.2346
1.000 1.2276
0.618 1.2233
HIGH 1.2163
0.618 1.2120
0.500 1.2107
0.382 1.2093
LOW 1.2050
0.618 1.1980
1.000 1.1937
1.618 1.1867
2.618 1.1754
4.250 1.1570
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.2134 1.2133
PP 1.2120 1.2118
S1 1.2107 1.2104

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

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