CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 1.1716 1.1729 0.0013 0.1% 1.1672
High 1.1716 1.1729 0.0013 0.1% 1.1759
Low 1.1716 1.1729 0.0013 0.1% 1.1635
Close 1.1716 1.1727 0.0011 0.1% 1.1626
Range
ATR 0.0054 0.0051 -0.0003 -5.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1728 1.1728 1.1727
R3 1.1728 1.1728 1.1727
R2 1.1728 1.1728 1.1727
R1 1.1728 1.1728 1.1727 1.1728
PP 1.1728 1.1728 1.1728 1.1729
S1 1.1728 1.1728 1.1727 1.1728
S2 1.1728 1.1728 1.1727
S3 1.1728 1.1728 1.1727
S4 1.1728 1.1728 1.1727
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2045 1.1960 1.1694
R3 1.1921 1.1836 1.1660
R2 1.1797 1.1797 1.1649
R1 1.1712 1.1712 1.1637 1.1693
PP 1.1673 1.1673 1.1673 1.1664
S1 1.1588 1.1588 1.1615 1.1569
S2 1.1549 1.1549 1.1603
S3 1.1425 1.1464 1.1592
S4 1.1301 1.1340 1.1558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1729 1.1635 0.0094 0.8% 0.0004 0.0% 98% True False 1
10 1.1759 1.1635 0.0124 1.1% 0.0002 0.0% 74% False False 6
20 1.1759 1.1416 0.0343 2.9% 0.0008 0.1% 91% False False 6
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1729
2.618 1.1729
1.618 1.1729
1.000 1.1729
0.618 1.1729
HIGH 1.1729
0.618 1.1729
0.500 1.1729
0.382 1.1729
LOW 1.1729
0.618 1.1729
1.000 1.1729
1.618 1.1729
2.618 1.1729
4.250 1.1729
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 1.1729 1.1723
PP 1.1728 1.1718
S1 1.1728 1.1714

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

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