CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 1.2783 1.2939 0.0156 1.2% 1.3050
High 1.2783 1.2939 0.0156 1.2% 1.3068
Low 1.2783 1.2902 0.0119 0.9% 1.2684
Close 1.2783 1.2932 0.0149 1.2% 1.2783
Range 0.0000 0.0037 0.0037 0.0384
ATR 0.0069 0.0075 0.0006 9.1% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3035 1.3021 1.2952
R3 1.2998 1.2984 1.2942
R2 1.2961 1.2961 1.2939
R1 1.2947 1.2947 1.2935 1.2936
PP 1.2924 1.2924 1.2924 1.2919
S1 1.2910 1.2910 1.2929 1.2899
S2 1.2887 1.2887 1.2925
S3 1.2850 1.2873 1.2922
S4 1.2813 1.2836 1.2912
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3997 1.3774 1.2994
R3 1.3613 1.3390 1.2889
R2 1.3229 1.3229 1.2853
R1 1.3006 1.3006 1.2818 1.2926
PP 1.2845 1.2845 1.2845 1.2805
S1 1.2622 1.2622 1.2748 1.2542
S2 1.2461 1.2461 1.2713
S3 1.2077 1.2238 1.2677
S4 1.1693 1.1854 1.2572
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% 0.0021 0.2% 65% False False 2
10 1.3068 1.2684 0.0384 3.0% 0.0015 0.1% 65% False False 2
20 1.3068 1.2557 0.0511 4.0% 0.0009 0.1% 73% False False 2
40 1.3068 1.2338 0.0730 5.6% 0.0004 0.0% 81% False False 14
60 1.3068 1.2201 0.0867 6.7% 0.0003 0.0% 84% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3096
2.618 1.3036
1.618 1.2999
1.000 1.2976
0.618 1.2962
HIGH 1.2939
0.618 1.2925
0.500 1.2921
0.382 1.2916
LOW 1.2902
0.618 1.2879
1.000 1.2865
1.618 1.2842
2.618 1.2805
4.250 1.2745
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 1.2928 1.2892
PP 1.2924 1.2852
S1 1.2921 1.2812

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

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