CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 1.2932 1.3085 0.0153 1.2% 1.3074
High 1.2932 1.3085 0.0153 1.2% 1.3085
Low 1.2932 1.3085 0.0153 1.2% 1.2932
Close 1.2932 1.3076 0.0144 1.1% 1.3076
Range
ATR 0.0050 0.0057 0.0007 14.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3082 1.3079 1.3076
R3 1.3082 1.3079 1.3076
R2 1.3082 1.3082 1.3076
R1 1.3079 1.3079 1.3076 1.3081
PP 1.3082 1.3082 1.3082 1.3083
S1 1.3079 1.3079 1.3076 1.3081
S2 1.3082 1.3082 1.3076
S3 1.3082 1.3079 1.3076
S4 1.3082 1.3079 1.3076
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3490 1.3436 1.3160
R3 1.3337 1.3283 1.3118
R2 1.3184 1.3184 1.3104
R1 1.3130 1.3130 1.3090 1.3157
PP 1.3031 1.3031 1.3031 1.3045
S1 1.2977 1.2977 1.3062 1.3004
S2 1.2878 1.2878 1.3048
S3 1.2725 1.2824 1.3034
S4 1.2572 1.2671 1.2992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3085 1.2932 0.0153 1.2% 0.0000 0.0% 94% True False 1
10 1.3117 1.2932 0.0185 1.4% 0.0000 0.0% 78% False False 1
20 1.3129 1.2684 0.0445 3.4% 0.0013 0.1% 88% False False 2
40 1.3129 1.2338 0.0791 6.0% 0.0007 0.1% 93% False False 1
60 1.3129 1.2338 0.0791 6.0% 0.0005 0.0% 93% False False 10
80 1.3129 1.2201 0.0928 7.1% 0.0004 0.0% 94% False False 8
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 1.3085
2.618 1.3085
1.618 1.3085
1.000 1.3085
0.618 1.3085
HIGH 1.3085
0.618 1.3085
0.500 1.3085
0.382 1.3085
LOW 1.3085
0.618 1.3085
1.000 1.3085
1.618 1.3085
2.618 1.3085
4.250 1.3085
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 1.3085 1.3054
PP 1.3082 1.3031
S1 1.3079 1.3009

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

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