CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 1.2082 1.2135 0.0053 0.4% 1.1838
High 1.2144 1.2170 0.0026 0.2% 1.2069
Low 1.2082 1.2135 0.0053 0.4% 1.1838
Close 1.2127 1.2162 0.0035 0.3% 1.2052
Range 0.0062 0.0035 -0.0027 -43.5% 0.0231
ATR 0.0072 0.0070 -0.0002 -2.9% 0.0000
Volume 36 25 -11 -30.6% 75
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2261 1.2246 1.2181
R3 1.2226 1.2211 1.2172
R2 1.2191 1.2191 1.2168
R1 1.2176 1.2176 1.2165 1.2184
PP 1.2156 1.2156 1.2156 1.2159
S1 1.2141 1.2141 1.2159 1.2149
S2 1.2121 1.2121 1.2156
S3 1.2086 1.2106 1.2152
S4 1.2051 1.2071 1.2143
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 1.2170 1.1920 0.0250 2.1% 0.0046 0.4% 97% True False 26
10 1.2170 1.1732 0.0438 3.6% 0.0023 0.2% 98% True False 15
20 1.2408 1.1732 0.0676 5.6% 0.0019 0.2% 64% False False 16
40 1.2708 1.1732 0.0976 8.0% 0.0033 0.3% 44% False False 13
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 1.2319
2.618 1.2262
1.618 1.2227
1.000 1.2205
0.618 1.2192
HIGH 1.2170
0.618 1.2157
0.500 1.2153
0.382 1.2148
LOW 1.2135
0.618 1.2113
1.000 1.2100
1.618 1.2078
2.618 1.2043
4.250 1.1986
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 1.2159 1.2141
PP 1.2156 1.2120
S1 1.2153 1.2099

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

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