CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 1.2820 1.2860 0.0040 0.3% 1.2680
High 1.2855 1.2899 0.0044 0.3% 1.2788
Low 1.2675 1.2815 0.0140 1.1% 1.2631
Close 1.2856 1.2830 -0.0026 -0.2% 1.2764
Range 0.0180 0.0084 -0.0096 -53.3% 0.0157
ATR 0.0083 0.0083 0.0000 0.1% 0.0000
Volume 182 224 42 23.1% 277
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3100 1.3049 1.2876
R3 1.3016 1.2965 1.2853
R2 1.2932 1.2932 1.2845
R1 1.2881 1.2881 1.2838 1.2865
PP 1.2848 1.2848 1.2848 1.2840
S1 1.2797 1.2797 1.2822 1.2781
S2 1.2764 1.2764 1.2815
S3 1.2680 1.2713 1.2807
S4 1.2596 1.2629 1.2784
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3199 1.3138 1.2850
R3 1.3042 1.2981 1.2807
R2 1.2885 1.2885 1.2793
R1 1.2824 1.2824 1.2778 1.2855
PP 1.2728 1.2728 1.2728 1.2743
S1 1.2667 1.2667 1.2750 1.2698
S2 1.2571 1.2571 1.2735
S3 1.2414 1.2510 1.2721
S4 1.2257 1.2353 1.2678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2899 1.2675 0.0224 1.7% 0.0097 0.8% 69% True False 121
10 1.2899 1.2615 0.0284 2.2% 0.0080 0.6% 76% True False 121
20 1.2899 1.2250 0.0649 5.1% 0.0086 0.7% 89% True False 94
40 1.2899 1.2250 0.0649 5.1% 0.0061 0.5% 89% True False 62
60 1.2899 1.2187 0.0712 5.5% 0.0047 0.4% 90% True False 46
80 1.2899 1.1732 0.1167 9.1% 0.0044 0.3% 94% True False 38
100 1.2899 1.1732 0.1167 9.1% 0.0046 0.4% 94% True False 34
120 1.2899 1.1732 0.1167 9.1% 0.0039 0.3% 94% True False 28
Crabel Price Patterns
NR True
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 True
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3256
2.618 1.3119
1.618 1.3035
1.000 1.2983
0.618 1.2951
HIGH 1.2899
0.618 1.2867
0.500 1.2857
0.382 1.2847
LOW 1.2815
0.618 1.2763
1.000 1.2731
1.618 1.2679
2.618 1.2595
4.250 1.2458
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 1.2857 1.2816
PP 1.2848 1.2801
S1 1.2839 1.2787

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

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