CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 1.2557 1.2675 0.0118 0.9% 1.2366
High 1.2557 1.2675 0.0118 0.9% 1.2391
Low 1.2557 1.2642 0.0085 0.7% 1.2338
Close 1.2634 1.2697 0.0063 0.5% 1.2433
Range 0.0000 0.0033 0.0033 0.0053
ATR 0.0044 0.0044 0.0000 -0.6% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2770 1.2767 1.2715
R3 1.2737 1.2734 1.2706
R2 1.2704 1.2704 1.2703
R1 1.2701 1.2701 1.2700 1.2703
PP 1.2671 1.2671 1.2671 1.2672
S1 1.2668 1.2668 1.2694 1.2670
S2 1.2638 1.2638 1.2691
S3 1.2605 1.2635 1.2688
S4 1.2572 1.2602 1.2679
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 1.2675 1.2338 0.0337 2.7% 0.0007 0.1% 107% True False 1
10 1.2675 1.2338 0.0337 2.7% 0.0003 0.0% 107% True False 8
20 1.2675 1.2338 0.0337 2.7% 0.0002 0.0% 107% True False 22
40 1.2675 1.2201 0.0474 3.7% 0.0001 0.0% 105% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.2815
2.618 1.2761
1.618 1.2728
1.000 1.2708
0.618 1.2695
HIGH 1.2675
0.618 1.2662
0.500 1.2659
0.382 1.2655
LOW 1.2642
0.618 1.2622
1.000 1.2609
1.618 1.2589
2.618 1.2556
4.250 1.2502
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 1.2684 1.2663
PP 1.2671 1.2629
S1 1.2659 1.2595

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

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