CME Japanese Yen Future March 2012


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 1.2729 1.2776 0.0047 0.4% 1.2514
High 1.2729 1.2776 0.0047 0.4% 1.2687
Low 1.2729 1.2776 0.0047 0.4% 1.2514
Close 1.2729 1.2776 0.0047 0.4% 1.2687
Range
ATR 0.0039 0.0039 0.0001 1.5% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2776 1.2776 1.2776
R3 1.2776 1.2776 1.2776
R2 1.2776 1.2776 1.2776
R1 1.2776 1.2776 1.2776 1.2776
PP 1.2776 1.2776 1.2776 1.2776
S1 1.2776 1.2776 1.2776 1.2776
S2 1.2776 1.2776 1.2776
S3 1.2776 1.2776 1.2776
S4 1.2776 1.2776 1.2776
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3148 1.3091 1.2782
R3 1.2975 1.2918 1.2735
R2 1.2802 1.2802 1.2719
R1 1.2745 1.2745 1.2703 1.2774
PP 1.2629 1.2629 1.2629 1.2644
S1 1.2572 1.2572 1.2671 1.2601
S2 1.2456 1.2456 1.2655
S3 1.2283 1.2399 1.2639
S4 1.2110 1.2226 1.2592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2776 1.2665 0.0111 0.9% 0.0000 0.0% 100% True False 2
10 1.2776 1.2391 0.0385 3.0% 0.0003 0.0% 100% True False 1
20 1.2776 1.2338 0.0438 3.4% 0.0002 0.0% 100% True False 12
40 1.2776 1.2201 0.0575 4.5% 0.0001 0.0% 100% True 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 1.2776
2.618 1.2776
1.618 1.2776
1.000 1.2776
0.618 1.2776
HIGH 1.2776
0.618 1.2776
0.500 1.2776
0.382 1.2776
LOW 1.2776
0.618 1.2776
1.000 1.2776
1.618 1.2776
2.618 1.2776
4.250 1.2776
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 1.2776 1.2758
PP 1.2776 1.2739
S1 1.2776 1.2721

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

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