CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 1.1945 1.1945 0.0000 0.0% 1.1993
High 1.1945 1.1945 0.0000 0.0% 1.1999
Low 1.1945 1.1877 -0.0068 -0.6% 1.1877
Close 1.1945 1.1912 -0.0033 -0.3% 1.1912
Range 0.0000 0.0068 0.0068 0.0122
ATR 0.0064 0.0064 0.0000 0.4% 0.0000
Volume 38 8 -30 -78.9% 61
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2115 1.2082 1.1949
R3 1.2047 1.2014 1.1931
R2 1.1979 1.1979 1.1924
R1 1.1946 1.1946 1.1918 1.1929
PP 1.1911 1.1911 1.1911 1.1903
S1 1.1878 1.1878 1.1906 1.1861
S2 1.1843 1.1843 1.1900
S3 1.1775 1.1810 1.1893
S4 1.1707 1.1742 1.1875
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2295 1.2226 1.1979
R3 1.2173 1.2104 1.1946
R2 1.2051 1.2051 1.1934
R1 1.1982 1.1982 1.1923 1.1956
PP 1.1929 1.1929 1.1929 1.1916
S1 1.1860 1.1860 1.1901 1.1834
S2 1.1807 1.1807 1.1890
S3 1.1685 1.1738 1.1878
S4 1.1563 1.1616 1.1845
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% 0.0031 0.3% 34% False False 12
10 1.1999 1.1765 0.0234 2.0% 0.0024 0.2% 63% False False 7
20 1.1999 1.1635 0.0364 3.1% 0.0015 0.1% 76% False False 6
40 1.1999 1.1416 0.0583 4.9% 0.0011 0.1% 85% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2234
2.618 1.2123
1.618 1.2055
1.000 1.2013
0.618 1.1987
HIGH 1.1945
0.618 1.1919
0.500 1.1911
0.382 1.1903
LOW 1.1877
0.618 1.1835
1.000 1.1809
1.618 1.1767
2.618 1.1699
4.250 1.1588
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 1.1912 1.1938
PP 1.1911 1.1929
S1 1.1911 1.1921

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

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