CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 1.2939 1.3016 0.0077 0.6% 1.3050
High 1.2939 1.3016 0.0077 0.6% 1.3068
Low 1.2902 1.3016 0.0114 0.9% 1.2684
Close 1.2932 1.3016 0.0084 0.6% 1.2783
Range 0.0037 0.0000 -0.0037 -100.0% 0.0384
ATR 0.0075 0.0076 0.0001 0.9% 0.0000
Volume 3 2 -1 -33.3% 12
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3016 1.3016 1.3016
R3 1.3016 1.3016 1.3016
R2 1.3016 1.3016 1.3016
R1 1.3016 1.3016 1.3016 1.3016
PP 1.3016 1.3016 1.3016 1.3016
S1 1.3016 1.3016 1.3016 1.3016
S2 1.3016 1.3016 1.3016
S3 1.3016 1.3016 1.3016
S4 1.3016 1.3016 1.3016
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% 86% False False 2
10 1.3068 1.2684 0.0384 3.0% 0.0015 0.1% 86% False False 2
20 1.3068 1.2642 0.0426 3.3% 0.0009 0.1% 88% False False 2
40 1.3068 1.2338 0.0730 5.6% 0.0004 0.0% 93% False False 13
60 1.3068 1.2201 0.0867 6.7% 0.0003 0.0% 94% 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 1.3016
2.618 1.3016
1.618 1.3016
1.000 1.3016
0.618 1.3016
HIGH 1.3016
0.618 1.3016
0.500 1.3016
0.382 1.3016
LOW 1.3016
0.618 1.3016
1.000 1.3016
1.618 1.3016
2.618 1.3016
4.250 1.3016
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 1.3016 1.2977
PP 1.3016 1.2938
S1 1.3016 1.2900

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

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