CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 1.2779 1.2810 0.0031 0.2% 1.2687
High 1.2779 1.2810 0.0031 0.2% 1.2779
Low 1.2779 1.2810 0.0031 0.2% 1.2665
Close 1.2779 1.2810 0.0031 0.2% 1.2779
Range
ATR 0.0037 0.0036 0.0000 -1.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2810 1.2810 1.2810
R3 1.2810 1.2810 1.2810
R2 1.2810 1.2810 1.2810
R1 1.2810 1.2810 1.2810 1.2810
PP 1.2810 1.2810 1.2810 1.2810
S1 1.2810 1.2810 1.2810 1.2810
S2 1.2810 1.2810 1.2810
S3 1.2810 1.2810 1.2810
S4 1.2810 1.2810 1.2810
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3083 1.3045 1.2842
R3 1.2969 1.2931 1.2810
R2 1.2855 1.2855 1.2800
R1 1.2817 1.2817 1.2789 1.2836
PP 1.2741 1.2741 1.2741 1.2751
S1 1.2703 1.2703 1.2769 1.2722
S2 1.2627 1.2627 1.2758
S3 1.2513 1.2589 1.2748
S4 1.2399 1.2475 1.2716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2810 1.2665 0.0145 1.1% 0.0000 0.0% 100% True False 2
10 1.2810 1.2557 0.0253 2.0% 0.0003 0.0% 100% True False 1
20 1.2810 1.2338 0.0472 3.7% 0.0002 0.0% 100% True False 8
40 1.2810 1.2304 0.0506 4.0% 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 1.2810
2.618 1.2810
1.618 1.2810
1.000 1.2810
0.618 1.2810
HIGH 1.2810
0.618 1.2810
0.500 1.2810
0.382 1.2810
LOW 1.2810
0.618 1.2810
1.000 1.2810
1.618 1.2810
2.618 1.2810
4.250 1.2810
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 1.2810 1.2804
PP 1.2810 1.2799
S1 1.2810 1.2793

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

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