CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 1.1669 1.1650 -0.0019 -0.2% 1.1548
High 1.1670 1.1703 0.0033 0.3% 1.1622
Low 1.1669 1.1610 -0.0059 -0.5% 1.1416
Close 1.1671 1.1619 -0.0052 -0.4% 1.1610
Range 0.0001 0.0093 0.0092 9,200.0% 0.0206
ATR 0.0056 0.0059 0.0003 4.7% 0.0000
Volume 4 2 -2 -50.0% 49
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1923 1.1864 1.1670
R3 1.1830 1.1771 1.1645
R2 1.1737 1.1737 1.1636
R1 1.1678 1.1678 1.1628 1.1661
PP 1.1644 1.1644 1.1644 1.1636
S1 1.1585 1.1585 1.1610 1.1568
S2 1.1551 1.1551 1.1602
S3 1.1458 1.1492 1.1593
S4 1.1365 1.1399 1.1568
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 1.1703 1.1564 0.0139 1.2% 0.0029 0.2% 40% True False 4
10 1.1703 1.1416 0.0287 2.5% 0.0015 0.1% 71% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2098
2.618 1.1946
1.618 1.1853
1.000 1.1796
0.618 1.1760
HIGH 1.1703
0.618 1.1667
0.500 1.1657
0.382 1.1646
LOW 1.1610
0.618 1.1553
1.000 1.1517
1.618 1.1460
2.618 1.1367
4.250 1.1215
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 1.1657 1.1646
PP 1.1644 1.1637
S1 1.1632 1.1628

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

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