CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 1.2205 1.2290 0.0085 0.7% 1.2185
High 1.2298 1.2325 0.0027 0.2% 1.2325
Low 1.2205 1.2290 0.0085 0.7% 1.2131
Close 1.2292 1.2350 0.0058 0.5% 1.2350
Range 0.0093 0.0035 -0.0058 -62.4% 0.0194
ATR 0.0079 0.0075 -0.0003 -4.0% 0.0000
Volume 4 79 75 1,875.0% 102
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2427 1.2423 1.2369
R3 1.2392 1.2388 1.2360
R2 1.2357 1.2357 1.2356
R1 1.2353 1.2353 1.2353 1.2355
PP 1.2322 1.2322 1.2322 1.2323
S1 1.2318 1.2318 1.2347 1.2320
S2 1.2287 1.2287 1.2344
S3 1.2252 1.2283 1.2340
S4 1.2217 1.2248 1.2331
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2851 1.2794 1.2457
R3 1.2657 1.2600 1.2403
R2 1.2463 1.2463 1.2386
R1 1.2406 1.2406 1.2368 1.2435
PP 1.2269 1.2269 1.2269 1.2283
S1 1.2212 1.2212 1.2332 1.2241
S2 1.2075 1.2075 1.2314
S3 1.1881 1.2018 1.2297
S4 1.1687 1.1824 1.2243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2325 1.2131 0.0194 1.6% 0.0063 0.5% 113% True False 20
10 1.2325 1.2028 0.0297 2.4% 0.0049 0.4% 108% True False 18
20 1.2325 1.1732 0.0593 4.8% 0.0037 0.3% 104% True False 16
40 1.2708 1.1732 0.0976 7.9% 0.0043 0.3% 63% False False 16
60 1.2708 1.1732 0.0976 7.9% 0.0030 0.2% 63% False False 11
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2474
2.618 1.2417
1.618 1.2382
1.000 1.2360
0.618 1.2347
HIGH 1.2325
0.618 1.2312
0.500 1.2308
0.382 1.2303
LOW 1.2290
0.618 1.2268
1.000 1.2255
1.618 1.2233
2.618 1.2198
4.250 1.2141
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 1.2336 1.2309
PP 1.2322 1.2269
S1 1.2308 1.2228

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

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