CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 1.1622 1.1589 -0.0033 -0.3% 1.1548
High 1.1622 1.1589 -0.0033 -0.3% 1.1622
Low 1.1571 1.1589 0.0018 0.2% 1.1416
Close 1.1610 1.1589 -0.0021 -0.2% 1.1610
Range 0.0051 0.0000 -0.0051 -100.0% 0.0206
ATR
Volume 1 4 3 300.0% 49
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1589 1.1589 1.1589
R3 1.1589 1.1589 1.1589
R2 1.1589 1.1589 1.1589
R1 1.1589 1.1589 1.1589 1.1589
PP 1.1589 1.1589 1.1589 1.1589
S1 1.1589 1.1589 1.1589 1.1589
S2 1.1589 1.1589 1.1589
S3 1.1589 1.1589 1.1589
S4 1.1589 1.1589 1.1589
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2167 1.2095 1.1723
R3 1.1961 1.1889 1.1667
R2 1.1755 1.1755 1.1648
R1 1.1683 1.1683 1.1629 1.1719
PP 1.1549 1.1549 1.1549 1.1568
S1 1.1477 1.1477 1.1591 1.1513
S2 1.1343 1.1343 1.1572
S3 1.1137 1.1271 1.1553
S4 1.0931 1.1065 1.1497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1622 1.1416 0.0206 1.8% 0.0010 0.1% 84% False False 8
10 1.1622 1.1416 0.0206 1.8% 0.0005 0.0% 84% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1589
2.618 1.1589
1.618 1.1589
1.000 1.1589
0.618 1.1589
HIGH 1.1589
0.618 1.1589
0.500 1.1589
0.382 1.1589
LOW 1.1589
0.618 1.1589
1.000 1.1589
1.618 1.1589
2.618 1.1589
4.250 1.1589
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 1.1589 1.1593
PP 1.1589 1.1592
S1 1.1589 1.1590

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

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