CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 1.2024 1.1931 -0.0093 -0.8% 1.1873
High 1.2025 1.2065 0.0040 0.3% 1.2048
Low 1.1952 1.1931 -0.0021 -0.2% 1.1873
Close 1.2019 1.2044 0.0025 0.2% 1.2023
Range 0.0073 0.0134 0.0061 83.6% 0.0175
ATR 0.0077 0.0081 0.0004 5.4% 0.0000
Volume 85 39 -46 -54.1% 323
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2415 1.2364 1.2118
R3 1.2281 1.2230 1.2081
R2 1.2147 1.2147 1.2069
R1 1.2096 1.2096 1.2056 1.2122
PP 1.2013 1.2013 1.2013 1.2026
S1 1.1962 1.1962 1.2032 1.1988
S2 1.1879 1.1879 1.2019
S3 1.1745 1.1828 1.2007
S4 1.1611 1.1694 1.1970
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 1.2065 1.1931 0.0134 1.1% 0.0076 0.6% 84% True True 56
10 1.2065 1.1742 0.0323 2.7% 0.0073 0.6% 93% True False 83
20 1.2083 1.1666 0.0417 3.5% 0.0084 0.7% 91% False False 103
40 1.2083 1.1635 0.0448 3.7% 0.0046 0.4% 91% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2635
2.618 1.2416
1.618 1.2282
1.000 1.2199
0.618 1.2148
HIGH 1.2065
0.618 1.2014
0.500 1.1998
0.382 1.1982
LOW 1.1931
0.618 1.1848
1.000 1.1797
1.618 1.1714
2.618 1.1580
4.250 1.1362
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 1.2029 1.2029
PP 1.2013 1.2013
S1 1.1998 1.1998

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

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