CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 1.2302 1.2309 0.0007 0.1% 1.2259
High 1.2374 1.2342 -0.0032 -0.3% 1.2381
Low 1.2302 1.2309 0.0007 0.1% 1.2179
Close 1.2299 1.2336 0.0037 0.3% 1.2299
Range 0.0072 0.0033 -0.0039 -54.2% 0.0202
ATR 0.0083 0.0080 -0.0003 -3.4% 0.0000
Volume 162 39 -123 -75.9% 499
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2428 1.2415 1.2354
R3 1.2395 1.2382 1.2345
R2 1.2362 1.2362 1.2342
R1 1.2349 1.2349 1.2339 1.2356
PP 1.2329 1.2329 1.2329 1.2332
S1 1.2316 1.2316 1.2333 1.2323
S2 1.2296 1.2296 1.2330
S3 1.2263 1.2283 1.2327
S4 1.2230 1.2250 1.2318
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2892 1.2798 1.2410
R3 1.2690 1.2596 1.2355
R2 1.2488 1.2488 1.2336
R1 1.2394 1.2394 1.2318 1.2441
PP 1.2286 1.2286 1.2286 1.2310
S1 1.2192 1.2192 1.2280 1.2239
S2 1.2084 1.2084 1.2262
S3 1.1882 1.1990 1.2243
S4 1.1680 1.1788 1.2188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2381 1.2179 0.0202 1.6% 0.0064 0.5% 78% False False 76
10 1.2381 1.1931 0.0450 3.6% 0.0083 0.7% 90% False False 89
20 1.2381 1.1702 0.0679 5.5% 0.0075 0.6% 93% False False 85
40 1.2381 1.1666 0.0715 5.8% 0.0063 0.5% 94% False False 74
60 1.2381 1.1416 0.0965 7.8% 0.0045 0.4% 95% False False 51
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2482
2.618 1.2428
1.618 1.2395
1.000 1.2375
0.618 1.2362
HIGH 1.2342
0.618 1.2329
0.500 1.2326
0.382 1.2322
LOW 1.2309
0.618 1.2289
1.000 1.2276
1.618 1.2256
2.618 1.2223
4.250 1.2169
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 1.2333 1.2333
PP 1.2329 1.2329
S1 1.2326 1.2326

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

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