CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 1.2000 1.1952 -0.0048 -0.4% 1.2280
High 1.2000 1.1952 -0.0048 -0.4% 1.2280
Low 1.1858 1.1952 0.0094 0.8% 1.1858
Close 1.1924 1.1923 -0.0001 0.0% 1.1924
Range 0.0142 0.0000 -0.0142 -100.0% 0.0422
ATR 0.0082 0.0078 -0.0004 -4.7% 0.0000
Volume 15 41 26 173.3% 64
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1942 1.1933 1.1923
R3 1.1942 1.1933 1.1923
R2 1.1942 1.1942 1.1923
R1 1.1933 1.1933 1.1923 1.1938
PP 1.1942 1.1942 1.1942 1.1945
S1 1.1933 1.1933 1.1923 1.1938
S2 1.1942 1.1942 1.1923
S3 1.1942 1.1933 1.1923
S4 1.1942 1.1933 1.1923
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.3287 1.3027 1.2156
R3 1.2865 1.2605 1.2040
R2 1.2443 1.2443 1.2001
R1 1.2183 1.2183 1.1963 1.2102
PP 1.2021 1.2021 1.2021 1.1980
S1 1.1761 1.1761 1.1885 1.1680
S2 1.1599 1.1599 1.1847
S3 1.1177 1.1339 1.1808
S4 1.0755 1.0917 1.1692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2210 1.1858 0.0352 3.0% 0.0028 0.2% 18% False False 17
10 1.2408 1.1858 0.0550 4.6% 0.0016 0.1% 12% False False 16
20 1.2708 1.1858 0.0850 7.1% 0.0055 0.5% 8% False False 18
40 1.2708 1.1858 0.0850 7.1% 0.0029 0.2% 8% False False 10
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1952
2.618 1.1952
1.618 1.1952
1.000 1.1952
0.618 1.1952
HIGH 1.1952
0.618 1.1952
0.500 1.1952
0.382 1.1952
LOW 1.1952
0.618 1.1952
1.000 1.1952
1.618 1.1952
2.618 1.1952
4.250 1.1952
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 1.1952 1.1963
PP 1.1942 1.1949
S1 1.1933 1.1936

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

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