CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 1.3014 1.3035 0.0021 0.2% 1.3019
High 1.3038 1.3101 0.0063 0.5% 1.3101
Low 1.3014 1.3033 0.0019 0.1% 1.2916
Close 1.3038 1.3037 -0.0001 0.0% 1.3037
Range 0.0024 0.0068 0.0044 183.3% 0.0185
ATR 0.0080 0.0079 -0.0001 -1.1% 0.0000
Volume 178 44 -134 -75.3% 556
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3261 1.3217 1.3074
R3 1.3193 1.3149 1.3056
R2 1.3125 1.3125 1.3049
R1 1.3081 1.3081 1.3043 1.3103
PP 1.3057 1.3057 1.3057 1.3068
S1 1.3013 1.3013 1.3031 1.3035
S2 1.2989 1.2989 1.3025
S3 1.2921 1.2945 1.3018
S4 1.2853 1.2877 1.3000
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3573 1.3490 1.3139
R3 1.3388 1.3305 1.3088
R2 1.3203 1.3203 1.3071
R1 1.3120 1.3120 1.3054 1.3162
PP 1.3018 1.3018 1.3018 1.3039
S1 1.2935 1.2935 1.3020 1.2977
S2 1.2833 1.2833 1.3003
S3 1.2648 1.2750 1.2986
S4 1.2463 1.2565 1.2935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3101 1.2916 0.0185 1.4% 0.0061 0.5% 65% True False 111
10 1.3101 1.2826 0.0275 2.1% 0.0057 0.4% 77% True False 91
20 1.3279 1.2609 0.0670 5.1% 0.0092 0.7% 64% False False 187
40 1.3279 1.2609 0.0670 5.1% 0.0079 0.6% 64% False False 116
60 1.3279 1.2609 0.0670 5.1% 0.0059 0.4% 64% False False 87
80 1.3279 1.2609 0.0670 5.1% 0.0047 0.4% 64% False False 66
100 1.3279 1.2338 0.0941 7.2% 0.0038 0.3% 74% False False 53
120 1.3279 1.2338 0.0941 7.2% 0.0032 0.2% 74% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3390
2.618 1.3279
1.618 1.3211
1.000 1.3169
0.618 1.3143
HIGH 1.3101
0.618 1.3075
0.500 1.3067
0.382 1.3059
LOW 1.3033
0.618 1.2991
1.000 1.2965
1.618 1.2923
2.618 1.2855
4.250 1.2744
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 1.3067 1.3052
PP 1.3057 1.3047
S1 1.3047 1.3042

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

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