CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 1.1998 1.2024 0.0026 0.2% 1.1873
High 1.2048 1.2025 -0.0023 -0.2% 1.2048
Low 1.1998 1.1952 -0.0046 -0.4% 1.1873
Close 1.2023 1.2019 -0.0004 0.0% 1.2023
Range 0.0050 0.0073 0.0023 46.0% 0.0175
ATR 0.0077 0.0077 0.0000 -0.4% 0.0000
Volume 75 85 10 13.3% 323
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2218 1.2191 1.2059
R3 1.2145 1.2118 1.2039
R2 1.2072 1.2072 1.2032
R1 1.2045 1.2045 1.2026 1.2022
PP 1.1999 1.1999 1.1999 1.1987
S1 1.1972 1.1972 1.2012 1.1949
S2 1.1926 1.1926 1.2006
S3 1.1853 1.1899 1.1999
S4 1.1780 1.1826 1.1979
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2506 1.2440 1.2119
R3 1.2331 1.2265 1.2071
R2 1.2156 1.2156 1.2055
R1 1.2090 1.2090 1.2039 1.2123
PP 1.1981 1.1981 1.1981 1.1998
S1 1.1915 1.1915 1.2007 1.1948
S2 1.1806 1.1806 1.1991
S3 1.1631 1.1740 1.1975
S4 1.1456 1.1565 1.1927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2048 1.1914 0.0134 1.1% 0.0057 0.5% 78% False False 52
10 1.2048 1.1702 0.0346 2.9% 0.0067 0.6% 92% False False 80
20 1.2083 1.1666 0.0417 3.5% 0.0077 0.6% 85% False False 101
40 1.2083 1.1635 0.0448 3.7% 0.0042 0.4% 86% False False 52
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2335
2.618 1.2216
1.618 1.2143
1.000 1.2098
0.618 1.2070
HIGH 1.2025
0.618 1.1997
0.500 1.1989
0.382 1.1980
LOW 1.1952
0.618 1.1907
1.000 1.1879
1.618 1.1834
2.618 1.1761
4.250 1.1642
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 1.2009 1.2013
PP 1.1999 1.2006
S1 1.1989 1.2000

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

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