CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 1.2223 1.2190 -0.0033 -0.3% 1.2400
High 1.2223 1.2190 -0.0033 -0.3% 1.2400
Low 1.2223 1.2190 -0.0033 -0.3% 1.2200
Close 1.2223 1.2226 0.0003 0.0% 1.2272
Range
ATR 0.0059 0.0057 -0.0002 -3.1% 0.0000
Volume 9 9 0 0.0% 24
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 1.2202 1.2214 1.2226
R3 1.2202 1.2214 1.2226
R2 1.2202 1.2202 1.2226
R1 1.2214 1.2214 1.2226 1.2208
PP 1.2202 1.2202 1.2202 1.2199
S1 1.2214 1.2214 1.2226 1.2208
S2 1.2202 1.2202 1.2226
S3 1.2202 1.2214 1.2226
S4 1.2202 1.2214 1.2226
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2891 1.2781 1.2382
R3 1.2691 1.2581 1.2327
R2 1.2491 1.2491 1.2309
R1 1.2381 1.2381 1.2290 1.2336
PP 1.2291 1.2291 1.2291 1.2268
S1 1.2181 1.2181 1.2254 1.2136
S2 1.2091 1.2091 1.2235
S3 1.1891 1.1981 1.2217
S4 1.1691 1.1781 1.2162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2330 1.2190 0.0140 1.1% 0.0017 0.1% 26% False True 8
10 1.2450 1.2190 0.0260 2.1% 0.0014 0.1% 14% False True 13
20 1.2521 1.2131 0.0390 3.2% 0.0036 0.3% 24% False False 18
40 1.2521 1.1732 0.0789 6.5% 0.0028 0.2% 63% False False 15
60 1.2708 1.1732 0.0976 8.0% 0.0035 0.3% 51% False False 15
80 1.2708 1.1732 0.0976 8.0% 0.0027 0.2% 51% False False 12
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 1.2190
2.618 1.2190
1.618 1.2190
1.000 1.2190
0.618 1.2190
HIGH 1.2190
0.618 1.2190
0.500 1.2190
0.382 1.2190
LOW 1.2190
0.618 1.2190
1.000 1.2190
1.618 1.2190
2.618 1.2190
4.250 1.2190
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 1.2214 1.2231
PP 1.2202 1.2229
S1 1.2190 1.2228

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

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