CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 1.1838 1.1940 0.0102 0.9% 1.1952
High 1.1838 1.1940 0.0102 0.9% 1.1952
Low 1.1838 1.1940 0.0102 0.9% 1.1732
Close 1.1838 1.1970 0.0132 1.1% 1.1815
Range
ATR 0.0068 0.0071 0.0002 3.6% 0.0000
Volume 2 2 0 0.0% 77
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1950 1.1960 1.1970
R3 1.1950 1.1960 1.1970
R2 1.1950 1.1950 1.1970
R1 1.1960 1.1960 1.1970 1.1955
PP 1.1950 1.1950 1.1950 1.1948
S1 1.1960 1.1960 1.1970 1.1955
S2 1.1950 1.1950 1.1970
S3 1.1950 1.1960 1.1970
S4 1.1950 1.1960 1.1970
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2493 1.2374 1.1936
R3 1.2273 1.2154 1.1876
R2 1.2053 1.2053 1.1855
R1 1.1934 1.1934 1.1835 1.1884
PP 1.1833 1.1833 1.1833 1.1808
S1 1.1714 1.1714 1.1795 1.1664
S2 1.1613 1.1613 1.1775
S3 1.1393 1.1494 1.1755
S4 1.1173 1.1274 1.1694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1940 1.1732 0.0208 1.7% 0.0000 0.0% 114% True False 4
10 1.2102 1.1732 0.0370 3.1% 0.0014 0.1% 64% False False 11
20 1.2708 1.1732 0.0976 8.2% 0.0034 0.3% 24% False False 18
40 1.2708 1.1732 0.0976 8.2% 0.0029 0.2% 24% 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 1.1940
2.618 1.1940
1.618 1.1940
1.000 1.1940
0.618 1.1940
HIGH 1.1940
0.618 1.1940
0.500 1.1940
0.382 1.1940
LOW 1.1940
0.618 1.1940
1.000 1.1940
1.618 1.1940
2.618 1.1940
4.250 1.1940
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 1.1960 1.1939
PP 1.1950 1.1908
S1 1.1940 1.1878

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

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