CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 1.1981 1.2025 0.0044 0.4% 1.1952
High 1.1981 1.2069 0.0088 0.7% 1.1952
Low 1.1920 1.2020 0.0100 0.8% 1.1732
Close 1.1953 1.2012 0.0059 0.5% 1.1815
Range 0.0061 0.0049 -0.0012 -19.7% 0.0220
ATR 0.0070 0.0073 0.0003 4.7% 0.0000
Volume 2 55 53 2,650.0% 77
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2181 1.2145 1.2039
R3 1.2132 1.2096 1.2025
R2 1.2083 1.2083 1.2021
R1 1.2047 1.2047 1.2016 1.2041
PP 1.2034 1.2034 1.2034 1.2030
S1 1.1998 1.1998 1.2008 1.1992
S2 1.1985 1.1985 1.2003
S3 1.1936 1.1949 1.1999
S4 1.1887 1.1900 1.1985
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 1.2069 1.1815 0.0254 2.1% 0.0022 0.2% 78% True False 12
10 1.2069 1.1732 0.0337 2.8% 0.0025 0.2% 83% True False 15
20 1.2617 1.1732 0.0885 7.4% 0.0032 0.3% 32% False False 19
40 1.2708 1.1732 0.0976 8.1% 0.0031 0.3% 29% False False 12
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2277
2.618 1.2197
1.618 1.2148
1.000 1.2118
0.618 1.2099
HIGH 1.2069
0.618 1.2050
0.500 1.2045
0.382 1.2039
LOW 1.2020
0.618 1.1990
1.000 1.1971
1.618 1.1941
2.618 1.1892
4.250 1.1812
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 1.2045 1.2006
PP 1.2034 1.2000
S1 1.2023 1.1995

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

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