CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1.2290 1.2365 0.0075 0.6% 1.2185
High 1.2325 1.2365 0.0040 0.3% 1.2325
Low 1.2290 1.2270 -0.0020 -0.2% 1.2131
Close 1.2350 1.2330 -0.0020 -0.2% 1.2350
Range 0.0035 0.0095 0.0060 171.4% 0.0194
ATR 0.0075 0.0077 0.0001 1.9% 0.0000
Volume 79 5 -74 -93.7% 102
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1.2607 1.2563 1.2382
R3 1.2512 1.2468 1.2356
R2 1.2417 1.2417 1.2347
R1 1.2373 1.2373 1.2339 1.2348
PP 1.2322 1.2322 1.2322 1.2309
S1 1.2278 1.2278 1.2321 1.2253
S2 1.2227 1.2227 1.2313
S3 1.2132 1.2183 1.2304
S4 1.2037 1.2088 1.2278
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 1.2365 1.2131 0.0234 1.9% 0.0082 0.7% 85% True False 19
10 1.2365 1.2082 0.0283 2.3% 0.0056 0.5% 88% True False 17
20 1.2365 1.1732 0.0633 5.1% 0.0035 0.3% 94% True False 16
40 1.2708 1.1732 0.0976 7.9% 0.0045 0.4% 61% False False 16
60 1.2708 1.1732 0.0976 7.9% 0.0031 0.3% 61% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2769
2.618 1.2614
1.618 1.2519
1.000 1.2460
0.618 1.2424
HIGH 1.2365
0.618 1.2329
0.500 1.2318
0.382 1.2306
LOW 1.2270
0.618 1.2211
1.000 1.2175
1.618 1.2116
2.618 1.2021
4.250 1.1866
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1.2326 1.2315
PP 1.2322 1.2300
S1 1.2318 1.2285

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

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