CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 1.1589 1.1669 0.0080 0.7% 1.1548
High 1.1589 1.1670 0.0081 0.7% 1.1622
Low 1.1589 1.1669 0.0080 0.7% 1.1416
Close 1.1589 1.1671 0.0082 0.7% 1.1610
Range 0.0000 0.0001 0.0001 0.0206
ATR 0.0000 0.0056 0.0056 0.0000
Volume 4 4 0 0.0% 49
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1673 1.1673 1.1672
R3 1.1672 1.1672 1.1671
R2 1.1671 1.1671 1.1671
R1 1.1671 1.1671 1.1671 1.1671
PP 1.1670 1.1670 1.1670 1.1670
S1 1.1670 1.1670 1.1671 1.1670
S2 1.1669 1.1669 1.1671
S3 1.1668 1.1669 1.1671
S4 1.1667 1.1668 1.1670
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 1.1670 1.1470 0.0200 1.7% 0.0010 0.1% 101% True False 6
10 1.1670 1.1416 0.0254 2.2% 0.0006 0.0% 100% True False 6
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1674
2.618 1.1673
1.618 1.1672
1.000 1.1671
0.618 1.1671
HIGH 1.1670
0.618 1.1670
0.500 1.1670
0.382 1.1669
LOW 1.1669
0.618 1.1668
1.000 1.1668
1.618 1.1667
2.618 1.1666
4.250 1.1665
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 1.1671 1.1654
PP 1.1670 1.1637
S1 1.1670 1.1621

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

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