CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 1.2160 1.2259 0.0099 0.8% 1.2024
High 1.2254 1.2280 0.0026 0.2% 1.2254
Low 1.2141 1.2212 0.0071 0.6% 1.1931
Close 1.2209 1.2212 0.0003 0.0% 1.2209
Range 0.0113 0.0068 -0.0045 -39.8% 0.0323
ATR 0.0086 0.0085 -0.0001 -1.3% 0.0000
Volume 213 158 -55 -25.8% 445
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2439 1.2393 1.2249
R3 1.2371 1.2325 1.2231
R2 1.2303 1.2303 1.2224
R1 1.2257 1.2257 1.2218 1.2246
PP 1.2235 1.2235 1.2235 1.2229
S1 1.2189 1.2189 1.2206 1.2178
S2 1.2167 1.2167 1.2200
S3 1.2099 1.2121 1.2193
S4 1.2031 1.2053 1.2175
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3100 1.2978 1.2387
R3 1.2777 1.2655 1.2298
R2 1.2454 1.2454 1.2268
R1 1.2332 1.2332 1.2239 1.2393
PP 1.2131 1.2131 1.2131 1.2162
S1 1.2009 1.2009 1.2179 1.2070
S2 1.1808 1.1808 1.2150
S3 1.1485 1.1686 1.2120
S4 1.1162 1.1363 1.2031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2280 1.1931 0.0349 2.9% 0.0103 0.8% 81% True False 103
10 1.2280 1.1914 0.0366 3.0% 0.0080 0.7% 81% True False 77
20 1.2280 1.1666 0.0614 5.0% 0.0091 0.7% 89% True False 122
40 1.2280 1.1666 0.0614 5.0% 0.0055 0.4% 89% True False 65
60 1.2280 1.1416 0.0864 7.1% 0.0039 0.3% 92% True False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2569
2.618 1.2458
1.618 1.2390
1.000 1.2348
0.618 1.2322
HIGH 1.2280
0.618 1.2254
0.500 1.2246
0.382 1.2238
LOW 1.2212
0.618 1.2170
1.000 1.2144
1.618 1.2102
2.618 1.2034
4.250 1.1923
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 1.2246 1.2200
PP 1.2235 1.2188
S1 1.2223 1.2177

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

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