CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.2188 1.2133 -0.0055 -0.5% 1.2273
High 1.2188 1.2133 -0.0055 -0.5% 1.2273
Low 1.2188 1.2133 -0.0055 -0.5% 1.2178
Close 1.2188 1.2133 -0.0055 -0.5% 1.2182
Range
ATR 0.0035 0.0037 0.0001 3.9% 0.0000
Volume 7 7 0 0.0% 11
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2133 1.2133 1.2133
R3 1.2133 1.2133 1.2133
R2 1.2133 1.2133 1.2133
R1 1.2133 1.2133 1.2133 1.2133
PP 1.2133 1.2133 1.2133 1.2133
S1 1.2133 1.2133 1.2133 1.2133
S2 1.2133 1.2133 1.2133
S3 1.2133 1.2133 1.2133
S4 1.2133 1.2133 1.2133
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2496 1.2434 1.2234
R3 1.2401 1.2339 1.2208
R2 1.2306 1.2306 1.2199
R1 1.2244 1.2244 1.2191 1.2228
PP 1.2211 1.2211 1.2211 1.2203
S1 1.2149 1.2149 1.2173 1.2133
S2 1.2116 1.2116 1.2165
S3 1.2021 1.2054 1.2156
S4 1.1926 1.1959 1.2130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2253 1.2133 0.0120 1.0% 0.0000 0.0% 0% False True 4
10 1.2281 1.2110 0.0171 1.4% 0.0000 0.0% 13% False False 3
20 1.2281 1.1930 0.0351 2.9% 0.0004 0.0% 58% False False 2
Crabel Price Patterns
NR False
NR4 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2133
2.618 1.2133
1.618 1.2133
1.000 1.2133
0.618 1.2133
HIGH 1.2133
0.618 1.2133
0.500 1.2133
0.382 1.2133
LOW 1.2133
0.618 1.2133
1.000 1.2133
1.618 1.2133
2.618 1.2133
4.250 1.2133
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1.2133 1.2161
PP 1.2133 1.2151
S1 1.2133 1.2142

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

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