CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 1.3091 1.3053 -0.0038 -0.3% 1.3074
High 1.3091 1.3053 -0.0038 -0.3% 1.3085
Low 1.3091 1.3049 -0.0042 -0.3% 1.2932
Close 1.3091 1.3050 -0.0041 -0.3% 1.3076
Range 0.0000 0.0004 0.0004 0.0153
ATR 0.0051 0.0051 -0.0001 -1.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3063 1.3060 1.3052
R3 1.3059 1.3056 1.3051
R2 1.3055 1.3055 1.3051
R1 1.3052 1.3052 1.3050 1.3052
PP 1.3051 1.3051 1.3051 1.3050
S1 1.3048 1.3048 1.3050 1.3048
S2 1.3047 1.3047 1.3049
S3 1.3043 1.3044 1.3049
S4 1.3039 1.3040 1.3048
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 1.3042 0.0049 0.4% 0.0001 0.0% 16% False False 1
10 1.3117 1.2932 0.0185 1.4% 0.0000 0.0% 64% False False 1
20 1.3129 1.2783 0.0346 2.7% 0.0008 0.1% 77% False False 1
40 1.3129 1.2391 0.0738 5.7% 0.0007 0.1% 89% False False 1
60 1.3129 1.2338 0.0791 6.1% 0.0005 0.0% 90% False False 10
80 1.3129 1.2201 0.0928 7.1% 0.0004 0.0% 91% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3070
2.618 1.3063
1.618 1.3059
1.000 1.3057
0.618 1.3055
HIGH 1.3053
0.618 1.3051
0.500 1.3051
0.382 1.3051
LOW 1.3049
0.618 1.3047
1.000 1.3045
1.618 1.3043
2.618 1.3039
4.250 1.3032
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 1.3051 1.3070
PP 1.3051 1.3063
S1 1.3050 1.3057

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

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