CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 1.1999 1.1945 -0.0054 -0.5% 1.1837
High 1.1999 1.1945 -0.0054 -0.5% 1.1912
Low 1.1914 1.1945 0.0031 0.3% 1.1837
Close 1.1937 1.1945 0.0008 0.1% 1.1868
Range 0.0085 0.0000 -0.0085 -100.0% 0.0075
ATR 0.0068 0.0064 -0.0004 -6.3% 0.0000
Volume 14 38 24 171.4% 7
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.1945 1.1945 1.1945
R3 1.1945 1.1945 1.1945
R2 1.1945 1.1945 1.1945
R1 1.1945 1.1945 1.1945 1.1945
PP 1.1945 1.1945 1.1945 1.1945
S1 1.1945 1.1945 1.1945 1.1945
S2 1.1945 1.1945 1.1945
S3 1.1945 1.1945 1.1945
S4 1.1945 1.1945 1.1945
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2097 1.2058 1.1909
R3 1.2022 1.1983 1.1889
R2 1.1947 1.1947 1.1882
R1 1.1908 1.1908 1.1875 1.1928
PP 1.1872 1.1872 1.1872 1.1882
S1 1.1833 1.1833 1.1861 1.1853
S2 1.1797 1.1797 1.1854
S3 1.1722 1.1758 1.1847
S4 1.1647 1.1683 1.1827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1999 1.1868 0.0131 1.1% 0.0017 0.1% 59% False False 11
10 1.1999 1.1765 0.0234 2.0% 0.0017 0.1% 77% False False 7
20 1.1999 1.1635 0.0364 3.0% 0.0012 0.1% 85% False False 5
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 1.1945
2.618 1.1945
1.618 1.1945
1.000 1.1945
0.618 1.1945
HIGH 1.1945
0.618 1.1945
0.500 1.1945
0.382 1.1945
LOW 1.1945
0.618 1.1945
1.000 1.1945
1.618 1.1945
2.618 1.1945
4.250 1.1945
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 1.1945 1.1957
PP 1.1945 1.1953
S1 1.1945 1.1949

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

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