CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 1.1754 1.1898 0.0144 1.2% 1.1698
High 1.1754 1.1947 0.0193 1.6% 1.1747
Low 1.1754 1.1898 0.0144 1.2% 1.1688
Close 1.1754 1.1901 0.0147 1.3% 1.1688
Range 0.0000 0.0049 0.0049 0.0059
ATR 0.0051 0.0061 0.0010 20.0% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2062 1.2031 1.1928
R3 1.2013 1.1982 1.1914
R2 1.1964 1.1964 1.1910
R1 1.1933 1.1933 1.1905 1.1949
PP 1.1915 1.1915 1.1915 1.1923
S1 1.1884 1.1884 1.1897 1.1900
S2 1.1866 1.1866 1.1892
S3 1.1817 1.1835 1.1888
S4 1.1768 1.1786 1.1874
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1885 1.1845 1.1720
R3 1.1826 1.1786 1.1704
R2 1.1767 1.1767 1.1699
R1 1.1727 1.1727 1.1693 1.1718
PP 1.1708 1.1708 1.1708 1.1703
S1 1.1668 1.1668 1.1683 1.1659
S2 1.1649 1.1649 1.1677
S3 1.1590 1.1609 1.1672
S4 1.1531 1.1550 1.1656
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1947 1.1688 0.0259 2.2% 0.0010 0.1% 82% True False 1
10 1.1947 1.1635 0.0312 2.6% 0.0007 0.1% 85% True False 1
20 1.1947 1.1470 0.0477 4.0% 0.0011 0.1% 90% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2155
2.618 1.2075
1.618 1.2026
1.000 1.1996
0.618 1.1977
HIGH 1.1947
0.618 1.1928
0.500 1.1923
0.382 1.1917
LOW 1.1898
0.618 1.1868
1.000 1.1849
1.618 1.1819
2.618 1.1770
4.250 1.1690
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 1.1923 1.1873
PP 1.1915 1.1845
S1 1.1908 1.1818

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

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