CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 1.2888 1.3014 0.0126 1.0% 1.2810
High 1.2888 1.3014 0.0126 1.0% 1.3014
Low 1.2888 1.3014 0.0126 1.0% 1.2810
Close 1.2888 1.3014 0.0126 1.0% 1.3014
Range
ATR 0.0037 0.0044 0.0006 16.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3014 1.3014 1.3014
R3 1.3014 1.3014 1.3014
R2 1.3014 1.3014 1.3014
R1 1.3014 1.3014 1.3014 1.3014
PP 1.3014 1.3014 1.3014 1.3014
S1 1.3014 1.3014 1.3014 1.3014
S2 1.3014 1.3014 1.3014
S3 1.3014 1.3014 1.3014
S4 1.3014 1.3014 1.3014
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3558 1.3490 1.3126
R3 1.3354 1.3286 1.3070
R2 1.3150 1.3150 1.3051
R1 1.3082 1.3082 1.3033 1.3116
PP 1.2946 1.2946 1.2946 1.2963
S1 1.2878 1.2878 1.2995 1.2912
S2 1.2742 1.2742 1.2977
S3 1.2538 1.2674 1.2958
S4 1.2334 1.2470 1.2902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3014 1.2810 0.0204 1.6% 0.0000 0.0% 100% True False 2
10 1.3014 1.2665 0.0349 2.7% 0.0000 0.0% 100% True False 2
20 1.3014 1.2338 0.0676 5.2% 0.0002 0.0% 100% True False 1
40 1.3014 1.2338 0.0676 5.2% 0.0001 0.0% 100% True False 14
60 1.3014 1.2201 0.0813 6.2% 0.0001 0.0% 100% True False 10
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 1.3014
2.618 1.3014
1.618 1.3014
1.000 1.3014
0.618 1.3014
HIGH 1.3014
0.618 1.3014
0.500 1.3014
0.382 1.3014
LOW 1.3014
0.618 1.3014
1.000 1.3014
1.618 1.3014
2.618 1.3014
4.250 1.3014
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 1.3014 1.2986
PP 1.3014 1.2959
S1 1.3014 1.2931

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

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