CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 1.1885 1.1850 -0.0035 -0.3% 1.1754
High 1.1885 1.1850 -0.0035 -0.3% 1.1947
Low 1.1885 1.1765 -0.0120 -1.0% 1.1754
Close 1.1885 1.1742 -0.0143 -1.2% 1.1742
Range 0.0000 0.0085 0.0085 0.0193
ATR 0.0061 0.0065 0.0004 6.9% 0.0000
Volume 9 9 0 0.0% 48
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2041 1.1976 1.1789
R3 1.1956 1.1891 1.1765
R2 1.1871 1.1871 1.1758
R1 1.1806 1.1806 1.1750 1.1796
PP 1.1786 1.1786 1.1786 1.1781
S1 1.1721 1.1721 1.1734 1.1711
S2 1.1701 1.1701 1.1726
S3 1.1616 1.1636 1.1719
S4 1.1531 1.1551 1.1695
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2393 1.2261 1.1848
R3 1.2200 1.2068 1.1795
R2 1.2007 1.2007 1.1777
R1 1.1875 1.1875 1.1760 1.1845
PP 1.1814 1.1814 1.1814 1.1799
S1 1.1682 1.1682 1.1724 1.1652
S2 1.1621 1.1621 1.1707
S3 1.1428 1.1489 1.1689
S4 1.1235 1.1296 1.1636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1947 1.1754 0.0193 1.6% 0.0027 0.2% -6% False False 9
10 1.1947 1.1688 0.0259 2.2% 0.0013 0.1% 21% False False 5
20 1.1947 1.1589 0.0358 3.0% 0.0012 0.1% 43% False False 6
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 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2211
2.618 1.2073
1.618 1.1988
1.000 1.1935
0.618 1.1903
HIGH 1.1850
0.618 1.1818
0.500 1.1808
0.382 1.1797
LOW 1.1765
0.618 1.1712
1.000 1.1680
1.618 1.1627
2.618 1.1542
4.250 1.1404
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 1.1808 1.1825
PP 1.1786 1.1797
S1 1.1764 1.1770

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

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