CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 1.1732 1.1756 0.0024 0.2% 1.2280
High 1.1732 1.1756 0.0024 0.2% 1.2280
Low 1.1732 1.1756 0.0024 0.2% 1.1858
Close 1.1737 1.1802 0.0065 0.6% 1.1924
Range
ATR 0.0080 0.0076 -0.0004 -5.5% 0.0000
Volume 16 2 -14 -87.5% 64
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1771 1.1787 1.1802
R3 1.1771 1.1787 1.1802
R2 1.1771 1.1771 1.1802
R1 1.1787 1.1787 1.1802 1.1779
PP 1.1771 1.1771 1.1771 1.1768
S1 1.1787 1.1787 1.1802 1.1779
S2 1.1771 1.1771 1.1802
S3 1.1771 1.1787 1.1802
S4 1.1771 1.1787 1.1802
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 1.2000 1.1732 0.0268 2.3% 0.0028 0.2% 26% False False 18
10 1.2321 1.1732 0.0589 5.0% 0.0014 0.1% 12% False False 15
20 1.2708 1.1732 0.0976 8.3% 0.0055 0.5% 7% False False 18
40 1.2708 1.1732 0.0976 8.3% 0.0029 0.2% 7% False False 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 1.1756
2.618 1.1756
1.618 1.1756
1.000 1.1756
0.618 1.1756
HIGH 1.1756
0.618 1.1756
0.500 1.1756
0.382 1.1756
LOW 1.1756
0.618 1.1756
1.000 1.1756
1.618 1.1756
2.618 1.1756
4.250 1.1756
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 1.1787 1.1793
PP 1.1771 1.1784
S1 1.1756 1.1775

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

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