CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 1.3050 1.3021 -0.0029 -0.2% 1.3096
High 1.3113 1.3072 -0.0041 -0.3% 1.3161
Low 1.3050 1.3021 -0.0029 -0.2% 1.3040
Close 1.3101 1.3068 -0.0033 -0.3% 1.3069
Range 0.0063 0.0051 -0.0012 -19.0% 0.0121
ATR 0.0061 0.0062 0.0001 2.2% 0.0000
Volume 20 45 25 125.0% 457
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3207 1.3188 1.3096
R3 1.3156 1.3137 1.3082
R2 1.3105 1.3105 1.3077
R1 1.3086 1.3086 1.3073 1.3096
PP 1.3054 1.3054 1.3054 1.3058
S1 1.3035 1.3035 1.3063 1.3045
S2 1.3003 1.3003 1.3059
S3 1.2952 1.2984 1.3054
S4 1.2901 1.2933 1.3040
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3453 1.3382 1.3136
R3 1.3332 1.3261 1.3102
R2 1.3211 1.3211 1.3091
R1 1.3140 1.3140 1.3080 1.3115
PP 1.3090 1.3090 1.3090 1.3078
S1 1.3019 1.3019 1.3058 1.2994
S2 1.2969 1.2969 1.3047
S3 1.2848 1.2898 1.3036
S4 1.2727 1.2777 1.3002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3161 1.3021 0.0140 1.1% 0.0071 0.5% 34% False True 54
10 1.3161 1.3021 0.0140 1.1% 0.0058 0.4% 34% False True 54
20 1.3161 1.2885 0.0276 2.1% 0.0032 0.2% 66% False False 34
40 1.3161 1.2684 0.0477 3.7% 0.0020 0.1% 81% False False 18
60 1.3161 1.2338 0.0823 6.3% 0.0015 0.1% 89% False False 12
80 1.3161 1.2338 0.0823 6.3% 0.0012 0.1% 89% False False 16
100 1.3161 1.2201 0.0960 7.3% 0.0009 0.1% 90% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3289
2.618 1.3206
1.618 1.3155
1.000 1.3123
0.618 1.3104
HIGH 1.3072
0.618 1.3053
0.500 1.3047
0.382 1.3040
LOW 1.3021
0.618 1.2989
1.000 1.2970
1.618 1.2938
2.618 1.2887
4.250 1.2804
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 1.3061 1.3081
PP 1.3054 1.3076
S1 1.3047 1.3072

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

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