CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 1.2221 1.2251 0.0030 0.2% 1.2049
High 1.2230 1.2279 0.0049 0.4% 1.2260
Low 1.2145 1.2212 0.0067 0.6% 1.2031
Close 1.2239 1.2265 0.0026 0.2% 1.2241
Range 0.0085 0.0067 -0.0018 -21.2% 0.0229
ATR 0.0106 0.0103 -0.0003 -2.6% 0.0000
Volume 177 131 -46 -26.0% 906
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2453 1.2426 1.2302
R3 1.2386 1.2359 1.2283
R2 1.2319 1.2319 1.2277
R1 1.2292 1.2292 1.2271 1.2306
PP 1.2252 1.2252 1.2252 1.2259
S1 1.2225 1.2225 1.2259 1.2239
S2 1.2185 1.2185 1.2253
S3 1.2118 1.2158 1.2247
S4 1.2051 1.2091 1.2228
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 1.2279 1.2050 0.0229 1.9% 0.0086 0.7% 94% True False 203
10 1.2279 1.1822 0.0457 3.7% 0.0103 0.8% 97% True False 217
20 1.2279 1.1707 0.0572 4.7% 0.0098 0.8% 98% True False 222
40 1.2944 1.1707 0.1237 10.1% 0.0100 0.8% 45% False False 157
Crabel Price Patterns
NR True
NR4 True
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2564
2.618 1.2454
1.618 1.2387
1.000 1.2346
0.618 1.2320
HIGH 1.2279
0.618 1.2253
0.500 1.2246
0.382 1.2238
LOW 1.2212
0.618 1.2171
1.000 1.2145
1.618 1.2104
2.618 1.2037
4.250 1.1927
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 1.2259 1.2246
PP 1.2252 1.2227
S1 1.2246 1.2208

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

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