CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1.2136 1.2221 0.0085 0.7% 1.2049
High 1.2260 1.2230 -0.0030 -0.2% 1.2260
Low 1.2136 1.2145 0.0009 0.1% 1.2031
Close 1.2241 1.2239 -0.0002 0.0% 1.2241
Range 0.0124 0.0085 -0.0039 -31.5% 0.0229
ATR 0.0107 0.0106 -0.0001 -0.7% 0.0000
Volume 226 177 -49 -21.7% 906
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2460 1.2434 1.2286
R3 1.2375 1.2349 1.2262
R2 1.2290 1.2290 1.2255
R1 1.2264 1.2264 1.2247 1.2277
PP 1.2205 1.2205 1.2205 1.2211
S1 1.2179 1.2179 1.2231 1.2192
S2 1.2120 1.2120 1.2223
S3 1.2035 1.2094 1.2216
S4 1.1950 1.2009 1.2192
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2864 1.2782 1.2367
R3 1.2635 1.2553 1.2304
R2 1.2406 1.2406 1.2283
R1 1.2324 1.2324 1.2262 1.2365
PP 1.2177 1.2177 1.2177 1.2198
S1 1.2095 1.2095 1.2220 1.2136
S2 1.1948 1.1948 1.2199
S3 1.1719 1.1866 1.2178
S4 1.1490 1.1637 1.2115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2260 1.2031 0.0229 1.9% 0.0102 0.8% 91% False False 216
10 1.2260 1.1770 0.0490 4.0% 0.0103 0.8% 96% False False 231
20 1.2280 1.1707 0.0573 4.7% 0.0097 0.8% 93% False False 217
40 1.2944 1.1707 0.1237 10.1% 0.0098 0.8% 43% False False 154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2591
2.618 1.2453
1.618 1.2368
1.000 1.2315
0.618 1.2283
HIGH 1.2230
0.618 1.2198
0.500 1.2188
0.382 1.2177
LOW 1.2145
0.618 1.2092
1.000 1.2060
1.618 1.2007
2.618 1.1922
4.250 1.1784
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1.2222 1.2211
PP 1.2205 1.2183
S1 1.2188 1.2155

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

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