CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 1.3000 1.2684 -0.0316 -2.4% 1.2810
High 1.3068 1.2684 -0.0384 -2.9% 1.3014
Low 1.3000 1.2684 -0.0316 -2.4% 1.2810
Close 1.3044 1.2684 -0.0360 -2.8% 1.3014
Range 0.0068 0.0000 -0.0068 -100.0% 0.0204
ATR 0.0044 0.0066 0.0023 51.7% 0.0000
Volume 2 3 1 50.0% 10
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2684 1.2684 1.2684
R3 1.2684 1.2684 1.2684
R2 1.2684 1.2684 1.2684
R1 1.2684 1.2684 1.2684 1.2684
PP 1.2684 1.2684 1.2684 1.2684
S1 1.2684 1.2684 1.2684 1.2684
S2 1.2684 1.2684 1.2684
S3 1.2684 1.2684 1.2684
S4 1.2684 1.2684 1.2684
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 1.3068 1.2684 0.0384 3.0% 0.0022 0.2% 0% False True 2
10 1.3068 1.2684 0.0384 3.0% 0.0011 0.1% 0% False True 2
20 1.3068 1.2391 0.0677 5.3% 0.0007 0.1% 43% False False 1
40 1.3068 1.2338 0.0730 5.8% 0.0004 0.0% 47% False False 14
60 1.3068 1.2201 0.0867 6.8% 0.0002 0.0% 56% False False 10
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2684
2.618 1.2684
1.618 1.2684
1.000 1.2684
0.618 1.2684
HIGH 1.2684
0.618 1.2684
0.500 1.2684
0.382 1.2684
LOW 1.2684
0.618 1.2684
1.000 1.2684
1.618 1.2684
2.618 1.2684
4.250 1.2684
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 1.2684 1.2876
PP 1.2684 1.2812
S1 1.2684 1.2748

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

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