CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 1.3035 1.3040 0.0005 0.0% 1.3019
High 1.3101 1.3060 -0.0041 -0.3% 1.3101
Low 1.3033 1.3032 -0.0001 0.0% 1.2916
Close 1.3037 1.3042 0.0005 0.0% 1.3037
Range 0.0068 0.0028 -0.0040 -58.8% 0.0185
ATR 0.0079 0.0076 -0.0004 -4.6% 0.0000
Volume 44 109 65 147.7% 556
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3129 1.3113 1.3057
R3 1.3101 1.3085 1.3050
R2 1.3073 1.3073 1.3047
R1 1.3057 1.3057 1.3045 1.3065
PP 1.3045 1.3045 1.3045 1.3049
S1 1.3029 1.3029 1.3039 1.3037
S2 1.3017 1.3017 1.3037
S3 1.2989 1.3001 1.3034
S4 1.2961 1.2973 1.3027
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% 0.0056 0.4% 68% False False 124
10 1.3101 1.2843 0.0258 2.0% 0.0057 0.4% 77% False False 96
20 1.3279 1.2609 0.0670 5.1% 0.0090 0.7% 65% False False 164
40 1.3279 1.2609 0.0670 5.1% 0.0078 0.6% 65% False False 118
60 1.3279 1.2609 0.0670 5.1% 0.0059 0.5% 65% False False 89
80 1.3279 1.2609 0.0670 5.1% 0.0047 0.4% 65% False False 67
100 1.3279 1.2338 0.0941 7.2% 0.0038 0.3% 75% False False 54
120 1.3279 1.2338 0.0941 7.2% 0.0032 0.2% 75% False False 49
Crabel Price Patterns
NR True
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3179
2.618 1.3133
1.618 1.3105
1.000 1.3088
0.618 1.3077
HIGH 1.3060
0.618 1.3049
0.500 1.3046
0.382 1.3043
LOW 1.3032
0.618 1.3015
1.000 1.3004
1.618 1.2987
2.618 1.2959
4.250 1.2913
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 1.3046 1.3058
PP 1.3045 1.3052
S1 1.3043 1.3047

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

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