CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1.3053 1.3113 0.0060 0.5% 1.2939
High 1.3053 1.3113 0.0060 0.5% 1.3129
Low 1.3053 1.3113 0.0060 0.5% 1.2902
Close 1.3114 1.3113 -0.0001 0.0% 1.3076
Range
ATR 0.0057 0.0053 -0.0004 -7.0% 0.0000
Volume 3 1 -2 -66.7% 14
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3113 1.3113 1.3113
R3 1.3113 1.3113 1.3113
R2 1.3113 1.3113 1.3113
R1 1.3113 1.3113 1.3113 1.3113
PP 1.3113 1.3113 1.3113 1.3113
S1 1.3113 1.3113 1.3113 1.3113
S2 1.3113 1.3113 1.3113
S3 1.3113 1.3113 1.3113
S4 1.3113 1.3113 1.3113
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3717 1.3623 1.3201
R3 1.3490 1.3396 1.3138
R2 1.3263 1.3263 1.3118
R1 1.3169 1.3169 1.3097 1.3216
PP 1.3036 1.3036 1.3036 1.3059
S1 1.2942 1.2942 1.3055 1.2989
S2 1.2809 1.2809 1.3034
S3 1.2582 1.2715 1.3014
S4 1.2355 1.2488 1.2951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3113 1.3053 0.0060 0.5% 0.0000 0.0% 100% True False 2
10 1.3129 1.2783 0.0346 2.6% 0.0015 0.1% 95% False False 2
20 1.3129 1.2684 0.0445 3.4% 0.0013 0.1% 96% False False 2
40 1.3129 1.2338 0.0791 6.0% 0.0007 0.1% 98% False False 7
60 1.3129 1.2201 0.0928 7.1% 0.0005 0.0% 98% False 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 1.3113
2.618 1.3113
1.618 1.3113
1.000 1.3113
0.618 1.3113
HIGH 1.3113
0.618 1.3113
0.500 1.3113
0.382 1.3113
LOW 1.3113
0.618 1.3113
1.000 1.3113
1.618 1.3113
2.618 1.3113
4.250 1.3113
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1.3113 1.3103
PP 1.3113 1.3093
S1 1.3113 1.3083

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

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