CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 1.2285 1.2210 -0.0075 -0.6% 1.2049
High 1.2315 1.2290 -0.0025 -0.2% 1.2260
Low 1.2106 1.2193 0.0087 0.7% 1.2031
Close 1.2173 1.2280 0.0107 0.9% 1.2241
Range 0.0209 0.0097 -0.0112 -53.6% 0.0229
ATR 0.0111 0.0111 0.0000 0.4% 0.0000
Volume 93 516 423 454.8% 906
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2545 1.2510 1.2333
R3 1.2448 1.2413 1.2307
R2 1.2351 1.2351 1.2298
R1 1.2316 1.2316 1.2289 1.2334
PP 1.2254 1.2254 1.2254 1.2263
S1 1.2219 1.2219 1.2271 1.2237
S2 1.2157 1.2157 1.2262
S3 1.2060 1.2122 1.2253
S4 1.1963 1.2025 1.2227
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 1.2315 1.2106 0.0209 1.7% 0.0116 0.9% 83% False False 228
10 1.2315 1.1952 0.0363 3.0% 0.0109 0.9% 90% False False 234
20 1.2315 1.1707 0.0608 5.0% 0.0103 0.8% 94% False False 224
40 1.2944 1.1707 0.1237 10.1% 0.0106 0.9% 46% False False 172
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2702
2.618 1.2544
1.618 1.2447
1.000 1.2387
0.618 1.2350
HIGH 1.2290
0.618 1.2253
0.500 1.2242
0.382 1.2230
LOW 1.2193
0.618 1.2133
1.000 1.2096
1.618 1.2036
2.618 1.1939
4.250 1.1781
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 1.2267 1.2257
PP 1.2254 1.2234
S1 1.2242 1.2211

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

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