CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 1.2638 1.2698 0.0060 0.5% 1.2399
High 1.2713 1.2774 0.0061 0.5% 1.2758
Low 1.2631 1.2682 0.0051 0.4% 1.2399
Close 1.2711 1.2759 0.0048 0.4% 1.2667
Range 0.0082 0.0092 0.0010 12.2% 0.0359
ATR 0.0076 0.0077 0.0001 1.5% 0.0000
Volume 50 41 -9 -18.0% 899
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3014 1.2979 1.2810
R3 1.2922 1.2887 1.2784
R2 1.2830 1.2830 1.2776
R1 1.2795 1.2795 1.2767 1.2813
PP 1.2738 1.2738 1.2738 1.2747
S1 1.2703 1.2703 1.2751 1.2721
S2 1.2646 1.2646 1.2742
S3 1.2554 1.2611 1.2734
S4 1.2462 1.2519 1.2708
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3685 1.3535 1.2864
R3 1.3326 1.3176 1.2766
R2 1.2967 1.2967 1.2733
R1 1.2817 1.2817 1.2700 1.2892
PP 1.2608 1.2608 1.2608 1.2646
S1 1.2458 1.2458 1.2634 1.2533
S2 1.2249 1.2249 1.2601
S3 1.1890 1.2099 1.2568
S4 1.1531 1.1740 1.2470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2774 1.2631 0.0143 1.1% 0.0053 0.4% 90% True False 115
10 1.2774 1.2250 0.0524 4.1% 0.0097 0.8% 97% True False 111
20 1.2774 1.2250 0.0524 4.1% 0.0076 0.6% 97% True False 74
40 1.2774 1.2187 0.0587 4.6% 0.0053 0.4% 97% True False 48
60 1.2774 1.2131 0.0643 5.0% 0.0047 0.4% 98% True False 38
80 1.2774 1.1732 0.1042 8.2% 0.0040 0.3% 99% True False 32
100 1.2774 1.1732 0.1042 8.2% 0.0042 0.3% 99% True False 28
120 1.2774 1.1732 0.1042 8.2% 0.0036 0.3% 99% True False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3165
2.618 1.3015
1.618 1.2923
1.000 1.2866
0.618 1.2831
HIGH 1.2774
0.618 1.2739
0.500 1.2728
0.382 1.2717
LOW 1.2682
0.618 1.2625
1.000 1.2590
1.618 1.2533
2.618 1.2441
4.250 1.2291
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 1.2749 1.2740
PP 1.2738 1.2721
S1 1.2728 1.2703

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

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