CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.2321 1.2280 -0.0041 -0.3% 1.2355
High 1.2321 1.2280 -0.0041 -0.3% 1.2408
Low 1.2321 1.2280 -0.0041 -0.3% 1.2321
Close 1.2321 1.2282 -0.0039 -0.3% 1.2321
Range
ATR 0.0079 0.0076 -0.0003 -3.4% 0.0000
Volume 20 20 0 0.0% 136
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2281 1.2281 1.2282
R3 1.2281 1.2281 1.2282
R2 1.2281 1.2281 1.2282
R1 1.2281 1.2281 1.2282 1.2281
PP 1.2281 1.2281 1.2281 1.2281
S1 1.2281 1.2281 1.2282 1.2281
S2 1.2281 1.2281 1.2282
S3 1.2281 1.2281 1.2282
S4 1.2281 1.2281 1.2282
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2611 1.2553 1.2369
R3 1.2524 1.2466 1.2345
R2 1.2437 1.2437 1.2337
R1 1.2379 1.2379 1.2329 1.2365
PP 1.2350 1.2350 1.2350 1.2343
S1 1.2292 1.2292 1.2313 1.2278
S2 1.2263 1.2263 1.2305
S3 1.2176 1.2205 1.2297
S4 1.2089 1.2118 1.2273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2408 1.2280 0.0128 1.0% 0.0004 0.0% 2% False True 16
10 1.2708 1.2253 0.0455 3.7% 0.0071 0.6% 6% False False 24
20 1.2708 1.2083 0.0625 5.1% 0.0048 0.4% 32% False False 14
40 1.2708 1.1930 0.0778 6.3% 0.0026 0.2% 45% False False 8
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.2280
2.618 1.2280
1.618 1.2280
1.000 1.2280
0.618 1.2280
HIGH 1.2280
0.618 1.2280
0.500 1.2280
0.382 1.2280
LOW 1.2280
0.618 1.2280
1.000 1.2280
1.618 1.2280
2.618 1.2280
4.250 1.2280
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.2281 1.2336
PP 1.2281 1.2318
S1 1.2280 1.2300

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

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