CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.2391 1.2514 0.0123 1.0% 1.2366
High 1.2391 1.2514 0.0123 1.0% 1.2391
Low 1.2391 1.2514 0.0123 1.0% 1.2338
Close 1.2433 1.2514 0.0081 0.7% 1.2433
Range
ATR 0.0042 0.0045 0.0003 6.7% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2514 1.2514 1.2514
R3 1.2514 1.2514 1.2514
R2 1.2514 1.2514 1.2514
R1 1.2514 1.2514 1.2514 1.2514
PP 1.2514 1.2514 1.2514 1.2514
S1 1.2514 1.2514 1.2514 1.2514
S2 1.2514 1.2514 1.2514
S3 1.2514 1.2514 1.2514
S4 1.2514 1.2514 1.2514
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2546 1.2543 1.2462
R3 1.2493 1.2490 1.2448
R2 1.2440 1.2440 1.2443
R1 1.2437 1.2437 1.2438 1.2439
PP 1.2387 1.2387 1.2387 1.2388
S1 1.2384 1.2384 1.2428 1.2386
S2 1.2334 1.2334 1.2423
S3 1.2281 1.2331 1.2418
S4 1.2228 1.2278 1.2404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2514 1.2338 0.0176 1.4% 0.0000 0.0% 100% True False 1
10 1.2514 1.2338 0.0176 1.4% 0.0000 0.0% 100% True False 15
20 1.2527 1.2338 0.0189 1.5% 0.0000 0.0% 93% False False 26
40 1.2539 1.2201 0.0338 2.7% 0.0000 0.0% 93% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2514
2.618 1.2514
1.618 1.2514
1.000 1.2514
0.618 1.2514
HIGH 1.2514
0.618 1.2514
0.500 1.2514
0.382 1.2514
LOW 1.2514
0.618 1.2514
1.000 1.2514
1.618 1.2514
2.618 1.2514
4.250 1.2514
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.2514 1.2485
PP 1.2514 1.2455
S1 1.2514 1.2426

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

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