CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 1.1818 1.1732 -0.0086 -0.7% 1.2280
High 1.1818 1.1732 -0.0086 -0.7% 1.2280
Low 1.1818 1.1732 -0.0086 -0.7% 1.1858
Close 1.1818 1.1737 -0.0081 -0.7% 1.1924
Range
ATR 0.0080 0.0080 0.0000 0.5% 0.0000
Volume 16 16 0 0.0% 64
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1734 1.1735 1.1737
R3 1.1734 1.1735 1.1737
R2 1.1734 1.1734 1.1737
R1 1.1735 1.1735 1.1737 1.1735
PP 1.1734 1.1734 1.1734 1.1733
S1 1.1735 1.1735 1.1737 1.1735
S2 1.1734 1.1734 1.1737
S3 1.1734 1.1735 1.1737
S4 1.1734 1.1735 1.1737
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 1.2067 1.1732 0.0335 2.9% 0.0028 0.2% 1% False True 20
10 1.2391 1.1732 0.0659 5.6% 0.0014 0.1% 1% False True 17
20 1.2708 1.1732 0.0976 8.3% 0.0055 0.5% 1% False True 18
40 1.2708 1.1732 0.0976 8.3% 0.0029 0.3% 1% False True 11
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 1.1732
2.618 1.1732
1.618 1.1732
1.000 1.1732
0.618 1.1732
HIGH 1.1732
0.618 1.1732
0.500 1.1732
0.382 1.1732
LOW 1.1732
0.618 1.1732
1.000 1.1732
1.618 1.1732
2.618 1.1732
4.250 1.1732
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 1.1735 1.1842
PP 1.1734 1.1807
S1 1.1732 1.1772

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

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