CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 1.3077 1.3091 0.0014 0.1% 1.3074
High 1.3077 1.3091 0.0014 0.1% 1.3085
Low 1.3077 1.3091 0.0014 0.1% 1.2932
Close 1.3077 1.3091 0.0014 0.1% 1.3076
Range
ATR 0.0054 0.0051 -0.0003 -5.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3091 1.3091 1.3091
R3 1.3091 1.3091 1.3091
R2 1.3091 1.3091 1.3091
R1 1.3091 1.3091 1.3091 1.3091
PP 1.3091 1.3091 1.3091 1.3091
S1 1.3091 1.3091 1.3091 1.3091
S2 1.3091 1.3091 1.3091
S3 1.3091 1.3091 1.3091
S4 1.3091 1.3091 1.3091
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 1.3091 1.2932 0.0159 1.2% 0.0000 0.0% 100% True False 1
10 1.3117 1.2932 0.0185 1.4% 0.0000 0.0% 86% False False 1
20 1.3129 1.2684 0.0445 3.4% 0.0008 0.1% 91% False False 1
40 1.3129 1.2338 0.0791 6.0% 0.0007 0.1% 95% False False 1
60 1.3129 1.2338 0.0791 6.0% 0.0005 0.0% 95% False False 10
80 1.3129 1.2201 0.0928 7.1% 0.0004 0.0% 96% 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 1.3091
2.618 1.3091
1.618 1.3091
1.000 1.3091
0.618 1.3091
HIGH 1.3091
0.618 1.3091
0.500 1.3091
0.382 1.3091
LOW 1.3091
0.618 1.3091
1.000 1.3091
1.618 1.3091
2.618 1.3091
4.250 1.3091
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 1.3091 1.3083
PP 1.3091 1.3075
S1 1.3091 1.3067

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

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