CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 1.2450 1.2400 -0.0050 -0.4% 1.2460
High 1.2450 1.2400 -0.0050 -0.4% 1.2462
Low 1.2450 1.2400 -0.0050 -0.4% 1.2375
Close 1.2388 1.2400 0.0012 0.1% 1.2388
Range
ATR 0.0065 0.0061 -0.0004 -5.8% 0.0000
Volume 2 1 -1 -50.0% 155
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 1.2400 1.2400 1.2400
R3 1.2400 1.2400 1.2400
R2 1.2400 1.2400 1.2400
R1 1.2400 1.2400 1.2400 1.2400
PP 1.2400 1.2400 1.2400 1.2400
S1 1.2400 1.2400 1.2400 1.2400
S2 1.2400 1.2400 1.2400
S3 1.2400 1.2400 1.2400
S4 1.2400 1.2400 1.2400
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.2669 1.2616 1.2436
R3 1.2582 1.2529 1.2412
R2 1.2495 1.2495 1.2404
R1 1.2442 1.2442 1.2396 1.2425
PP 1.2408 1.2408 1.2408 1.2400
S1 1.2355 1.2355 1.2380 1.2338
S2 1.2321 1.2321 1.2372
S3 1.2234 1.2268 1.2364
S4 1.2147 1.2181 1.2340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2450 1.2375 0.0075 0.6% 0.0000 0.0% 33% False False 28
10 1.2521 1.2375 0.0146 1.2% 0.0016 0.1% 17% False False 22
20 1.2521 1.2082 0.0439 3.5% 0.0036 0.3% 72% False False 19
40 1.2521 1.1732 0.0789 6.4% 0.0026 0.2% 85% False False 18
60 1.2708 1.1732 0.0976 7.9% 0.0033 0.3% 68% False False 15
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.2400
2.618 1.2400
1.618 1.2400
1.000 1.2400
0.618 1.2400
HIGH 1.2400
0.618 1.2400
0.500 1.2400
0.382 1.2400
LOW 1.2400
0.618 1.2400
1.000 1.2400
1.618 1.2400
2.618 1.2400
4.250 1.2400
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 1.2400 1.2425
PP 1.2400 1.2417
S1 1.2400 1.2408

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

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