CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 1.1850 1.1837 -0.0013 -0.1% 1.1754
High 1.1850 1.1837 -0.0013 -0.1% 1.1947
Low 1.1765 1.1837 0.0072 0.6% 1.1754
Close 1.1742 1.1837 0.0095 0.8% 1.1742
Range 0.0085 0.0000 -0.0085 -100.0% 0.0193
ATR 0.0065 0.0067 0.0002 3.3% 0.0000
Volume 9 2 -7 -77.8% 48
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1837 1.1837 1.1837
R3 1.1837 1.1837 1.1837
R2 1.1837 1.1837 1.1837
R1 1.1837 1.1837 1.1837 1.1837
PP 1.1837 1.1837 1.1837 1.1837
S1 1.1837 1.1837 1.1837 1.1837
S2 1.1837 1.1837 1.1837
S3 1.1837 1.1837 1.1837
S4 1.1837 1.1837 1.1837
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 1.1765 0.0182 1.5% 0.0027 0.2% 40% False False 9
10 1.1947 1.1688 0.0259 2.2% 0.0013 0.1% 58% False False 5
20 1.1947 1.1610 0.0337 2.8% 0.0012 0.1% 67% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1837
2.618 1.1837
1.618 1.1837
1.000 1.1837
0.618 1.1837
HIGH 1.1837
0.618 1.1837
0.500 1.1837
0.382 1.1837
LOW 1.1837
0.618 1.1837
1.000 1.1837
1.618 1.1837
2.618 1.1837
4.250 1.1837
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 1.1837 1.1833
PP 1.1837 1.1829
S1 1.1837 1.1825

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

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