CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 1.2397 1.2375 -0.0022 -0.2% 1.2365
High 1.2397 1.2375 -0.0022 -0.2% 1.2521
Low 1.2397 1.2375 -0.0022 -0.2% 1.2270
Close 1.2397 1.2375 -0.0022 -0.2% 1.2446
Range
ATR 0.0070 0.0067 -0.0003 -4.9% 0.0000
Volume 46 46 0 0.0% 74
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 1.2375 1.2375 1.2375
R3 1.2375 1.2375 1.2375
R2 1.2375 1.2375 1.2375
R1 1.2375 1.2375 1.2375 1.2375
PP 1.2375 1.2375 1.2375 1.2375
S1 1.2375 1.2375 1.2375 1.2375
S2 1.2375 1.2375 1.2375
S3 1.2375 1.2375 1.2375
S4 1.2375 1.2375 1.2375
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.3165 1.3057 1.2584
R3 1.2914 1.2806 1.2515
R2 1.2663 1.2663 1.2492
R1 1.2555 1.2555 1.2469 1.2609
PP 1.2412 1.2412 1.2412 1.2440
S1 1.2304 1.2304 1.2423 1.2358
S2 1.2161 1.2161 1.2400
S3 1.1910 1.2053 1.2377
S4 1.1659 1.1802 1.2308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2521 1.2375 0.0146 1.2% 0.0027 0.2% 0% False True 25
10 1.2521 1.2205 0.0316 2.6% 0.0038 0.3% 54% False False 26
20 1.2521 1.1920 0.0601 4.9% 0.0043 0.3% 76% False False 20
40 1.2708 1.1732 0.0976 7.9% 0.0038 0.3% 66% False False 19
60 1.2708 1.1732 0.0976 7.9% 0.0034 0.3% 66% False False 14
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.2375
2.618 1.2375
1.618 1.2375
1.000 1.2375
0.618 1.2375
HIGH 1.2375
0.618 1.2375
0.500 1.2375
0.382 1.2375
LOW 1.2375
0.618 1.2375
1.000 1.2375
1.618 1.2375
2.618 1.2375
4.250 1.2375
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 1.2375 1.2419
PP 1.2375 1.2404
S1 1.2375 1.2390

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

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