CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 1.2025 1.2028 0.0003 0.0% 1.1838
High 1.2069 1.2050 -0.0019 -0.2% 1.2069
Low 1.2020 1.2028 0.0008 0.1% 1.1838
Close 1.2012 1.2052 0.0040 0.3% 1.2052
Range 0.0049 0.0022 -0.0027 -55.1% 0.0231
ATR 0.0073 0.0071 -0.0003 -3.4% 0.0000
Volume 55 14 -41 -74.5% 75
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2109 1.2103 1.2064
R3 1.2087 1.2081 1.2058
R2 1.2065 1.2065 1.2056
R1 1.2059 1.2059 1.2054 1.2062
PP 1.2043 1.2043 1.2043 1.2045
S1 1.2037 1.2037 1.2050 1.2040
S2 1.2021 1.2021 1.2048
S3 1.1999 1.2015 1.2046
S4 1.1977 1.1993 1.2040
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2679 1.2597 1.2179
R3 1.2448 1.2366 1.2116
R2 1.2217 1.2217 1.2094
R1 1.2135 1.2135 1.2073 1.2176
PP 1.1986 1.1986 1.1986 1.2007
S1 1.1904 1.1904 1.2031 1.1945
S2 1.1755 1.1755 1.2010
S3 1.1524 1.1673 1.1988
S4 1.1293 1.1442 1.1925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2069 1.1838 0.0231 1.9% 0.0026 0.2% 93% False False 15
10 1.2069 1.1732 0.0337 2.8% 0.0013 0.1% 95% False False 15
20 1.2408 1.1732 0.0676 5.6% 0.0015 0.1% 47% False False 17
40 1.2708 1.1732 0.0976 8.1% 0.0032 0.3% 33% False False 12
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2144
2.618 1.2108
1.618 1.2086
1.000 1.2072
0.618 1.2064
HIGH 1.2050
0.618 1.2042
0.500 1.2039
0.382 1.2036
LOW 1.2028
0.618 1.2014
1.000 1.2006
1.618 1.1992
2.618 1.1970
4.250 1.1935
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 1.2048 1.2033
PP 1.2043 1.2014
S1 1.2039 1.1995

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

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