CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 1.2210 1.2102 -0.0108 -0.9% 1.2355
High 1.2210 1.2102 -0.0108 -0.9% 1.2408
Low 1.2210 1.2102 -0.0108 -0.9% 1.2321
Close 1.2166 1.2102 -0.0064 -0.5% 1.2321
Range
ATR 0.0076 0.0075 -0.0001 -1.1% 0.0000
Volume 12 2 -10 -83.3% 136
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2102 1.2102 1.2102
R3 1.2102 1.2102 1.2102
R2 1.2102 1.2102 1.2102
R1 1.2102 1.2102 1.2102 1.2102
PP 1.2102 1.2102 1.2102 1.2102
S1 1.2102 1.2102 1.2102 1.2102
S2 1.2102 1.2102 1.2102
S3 1.2102 1.2102 1.2102
S4 1.2102 1.2102 1.2102
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 1.2391 1.2102 0.0289 2.4% 0.0000 0.0% 0% False True 14
10 1.2708 1.2102 0.0606 5.0% 0.0045 0.4% 0% False True 23
20 1.2708 1.2083 0.0625 5.2% 0.0048 0.4% 3% False False 15
40 1.2708 1.1930 0.0778 6.4% 0.0026 0.2% 22% 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 1.2102
2.618 1.2102
1.618 1.2102
1.000 1.2102
0.618 1.2102
HIGH 1.2102
0.618 1.2102
0.500 1.2102
0.382 1.2102
LOW 1.2102
0.618 1.2102
1.000 1.2102
1.618 1.2102
2.618 1.2102
4.250 1.2102
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 1.2102 1.2191
PP 1.2102 1.2161
S1 1.2102 1.2132

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

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