CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.3063 1.2885 -0.0178 -1.4% 1.3042
High 1.3063 1.2885 -0.0178 -1.4% 1.3091
Low 1.3063 1.2885 -0.0178 -1.4% 1.3042
Close 1.3063 1.2922 -0.0141 -1.1% 1.3063
Range
ATR 0.0048 0.0057 0.0009 19.4% 0.0000
Volume 8 8 0 0.0% 12
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2897 1.2910 1.2922
R3 1.2897 1.2910 1.2922
R2 1.2897 1.2897 1.2922
R1 1.2910 1.2910 1.2922 1.2904
PP 1.2897 1.2897 1.2897 1.2894
S1 1.2910 1.2910 1.2922 1.2904
S2 1.2897 1.2897 1.2922
S3 1.2897 1.2910 1.2922
S4 1.2897 1.2910 1.2922
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3212 1.3187 1.3090
R3 1.3163 1.3138 1.3076
R2 1.3114 1.3114 1.3072
R1 1.3089 1.3089 1.3067 1.3102
PP 1.3065 1.3065 1.3065 1.3072
S1 1.3040 1.3040 1.3059 1.3053
S2 1.3016 1.3016 1.3054
S3 1.2967 1.2991 1.3050
S4 1.2918 1.2942 1.3036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3091 1.2885 0.0206 1.6% 0.0001 0.0% 18% False True 3
10 1.3091 1.2885 0.0206 1.6% 0.0000 0.0% 18% False True 2
20 1.3129 1.2885 0.0244 1.9% 0.0006 0.0% 15% False True 2
40 1.3129 1.2557 0.0572 4.4% 0.0007 0.1% 64% False False 2
60 1.3129 1.2338 0.0791 6.1% 0.0005 0.0% 74% False False 10
80 1.3129 1.2201 0.0928 7.2% 0.0004 0.0% 78% 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 1.2885
2.618 1.2885
1.618 1.2885
1.000 1.2885
0.618 1.2885
HIGH 1.2885
0.618 1.2885
0.500 1.2885
0.382 1.2885
LOW 1.2885
0.618 1.2885
1.000 1.2885
1.618 1.2885
2.618 1.2885
4.250 1.2885
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.2910 1.2974
PP 1.2897 1.2957
S1 1.2885 1.2939

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

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