CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 1.3051 1.3086 0.0035 0.3% 1.2885
High 1.3051 1.3086 0.0035 0.3% 1.2981
Low 1.3051 1.3086 0.0035 0.3% 1.2885
Close 1.3051 1.3086 0.0035 0.3% 1.2948
Range
ATR 0.0053 0.0052 -0.0001 -2.4% 0.0000
Volume 3 7 4 133.3% 43
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3086 1.3086 1.3086
R3 1.3086 1.3086 1.3086
R2 1.3086 1.3086 1.3086
R1 1.3086 1.3086 1.3086 1.3086
PP 1.3086 1.3086 1.3086 1.3086
S1 1.3086 1.3086 1.3086 1.3086
S2 1.3086 1.3086 1.3086
S3 1.3086 1.3086 1.3086
S4 1.3086 1.3086 1.3086
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3226 1.3183 1.3001
R3 1.3130 1.3087 1.2974
R2 1.3034 1.3034 1.2966
R1 1.2991 1.2991 1.2957 1.3013
PP 1.2938 1.2938 1.2938 1.2949
S1 1.2895 1.2895 1.2939 1.2917
S2 1.2842 1.2842 1.2930
S3 1.2746 1.2799 1.2922
S4 1.2650 1.2703 1.2895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3086 1.2915 0.0171 1.3% 0.0000 0.0% 100% True False 20
10 1.3091 1.2885 0.0206 1.6% 0.0005 0.0% 98% False False 12
20 1.3117 1.2885 0.0232 1.8% 0.0003 0.0% 87% False False 6
40 1.3129 1.2684 0.0445 3.4% 0.0008 0.1% 90% False False 4
60 1.3129 1.2338 0.0791 6.0% 0.0006 0.0% 95% False False 8
80 1.3129 1.2201 0.0928 7.1% 0.0004 0.0% 95% False False 9
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3086
2.618 1.3086
1.618 1.3086
1.000 1.3086
0.618 1.3086
HIGH 1.3086
0.618 1.3086
0.500 1.3086
0.382 1.3086
LOW 1.3086
0.618 1.3086
1.000 1.3086
1.618 1.3086
2.618 1.3086
4.250 1.3086
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 1.3086 1.3066
PP 1.3086 1.3046
S1 1.3086 1.3026

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

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