CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 1.2375 1.2408 0.0033 0.3% 1.2448
High 1.2395 1.2408 0.0013 0.1% 1.2708
Low 1.2375 1.2408 0.0033 0.3% 1.2197
Close 1.2395 1.2408 0.0013 0.1% 1.2388
Range 0.0020 0.0000 -0.0020 -100.0% 0.0511
ATR 0.0090 0.0084 -0.0005 -6.1% 0.0000
Volume 2 20 18 900.0% 91
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2408 1.2408 1.2408
R3 1.2408 1.2408 1.2408
R2 1.2408 1.2408 1.2408
R1 1.2408 1.2408 1.2408 1.2408
PP 1.2408 1.2408 1.2408 1.2408
S1 1.2408 1.2408 1.2408 1.2408
S2 1.2408 1.2408 1.2408
S3 1.2408 1.2408 1.2408
S4 1.2408 1.2408 1.2408
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3964 1.3687 1.2669
R3 1.3453 1.3176 1.2529
R2 1.2942 1.2942 1.2482
R1 1.2665 1.2665 1.2435 1.2548
PP 1.2431 1.2431 1.2431 1.2373
S1 1.2154 1.2154 1.2341 1.2037
S2 1.1920 1.1920 1.2294
S3 1.1409 1.1643 1.2247
S4 1.0898 1.1132 1.2107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2708 1.2270 0.0438 3.5% 0.0090 0.7% 32% False False 31
10 1.2708 1.2083 0.0625 5.0% 0.0096 0.8% 52% False False 20
20 1.2708 1.2083 0.0625 5.0% 0.0048 0.4% 52% False False 11
40 1.2708 1.1930 0.0778 6.3% 0.0026 0.2% 61% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2408
2.618 1.2408
1.618 1.2408
1.000 1.2408
0.618 1.2408
HIGH 1.2408
0.618 1.2408
0.500 1.2408
0.382 1.2408
LOW 1.2408
0.618 1.2408
1.000 1.2408
1.618 1.2408
2.618 1.2408
4.250 1.2408
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 1.2408 1.2399
PP 1.2408 1.2390
S1 1.2408 1.2382

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

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