CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 1.3014 1.3050 0.0036 0.3% 1.2810
High 1.3014 1.3050 0.0036 0.3% 1.3014
Low 1.3014 1.3010 -0.0004 0.0% 1.2810
Close 1.3014 1.3006 -0.0008 -0.1% 1.3014
Range 0.0000 0.0040 0.0040 0.0204
ATR 0.0044 0.0043 0.0000 -0.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3142 1.3114 1.3028
R3 1.3102 1.3074 1.3017
R2 1.3062 1.3062 1.3013
R1 1.3034 1.3034 1.3010 1.3028
PP 1.3022 1.3022 1.3022 1.3019
S1 1.2994 1.2994 1.3002 1.2988
S2 1.2982 1.2982 1.2999
S3 1.2942 1.2954 1.2995
S4 1.2902 1.2914 1.2984
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 1.3050 1.2848 0.0202 1.6% 0.0008 0.1% 78% True False 2
10 1.3050 1.2665 0.0385 3.0% 0.0004 0.0% 89% True False 2
20 1.3050 1.2338 0.0712 5.5% 0.0004 0.0% 94% True False 1
40 1.3050 1.2338 0.0712 5.5% 0.0002 0.0% 94% True False 14
60 1.3050 1.2201 0.0849 6.5% 0.0001 0.0% 95% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1.3220
2.618 1.3155
1.618 1.3115
1.000 1.3090
0.618 1.3075
HIGH 1.3050
0.618 1.3035
0.500 1.3030
0.382 1.3025
LOW 1.3010
0.618 1.2985
1.000 1.2970
1.618 1.2945
2.618 1.2905
4.250 1.2840
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 1.3030 1.2994
PP 1.3022 1.2981
S1 1.3014 1.2969

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

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