CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 1.2350 1.2343 -0.0007 -0.1% 1.2309
High 1.2373 1.2364 -0.0009 -0.1% 1.2388
Low 1.2237 1.2289 0.0052 0.4% 1.2237
Close 1.2322 1.2307 -0.0015 -0.1% 1.2307
Range 0.0136 0.0075 -0.0061 -44.9% 0.0151
ATR 0.0086 0.0085 -0.0001 -0.9% 0.0000
Volume 248 119 -129 -52.0% 673
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2545 1.2501 1.2348
R3 1.2470 1.2426 1.2328
R2 1.2395 1.2395 1.2321
R1 1.2351 1.2351 1.2314 1.2336
PP 1.2320 1.2320 1.2320 1.2312
S1 1.2276 1.2276 1.2300 1.2261
S2 1.2245 1.2245 1.2293
S3 1.2170 1.2201 1.2286
S4 1.2095 1.2126 1.2266
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2764 1.2686 1.2390
R3 1.2613 1.2535 1.2349
R2 1.2462 1.2462 1.2335
R1 1.2384 1.2384 1.2321 1.2348
PP 1.2311 1.2311 1.2311 1.2292
S1 1.2233 1.2233 1.2293 1.2197
S2 1.2160 1.2160 1.2279
S3 1.2009 1.2082 1.2265
S4 1.1858 1.1931 1.2224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2388 1.2237 0.0151 1.2% 0.0082 0.7% 46% False False 134
10 1.2388 1.2179 0.0209 1.7% 0.0077 0.6% 61% False False 117
20 1.2388 1.1873 0.0515 4.2% 0.0076 0.6% 84% False False 97
40 1.2388 1.1666 0.0722 5.9% 0.0071 0.6% 89% False False 89
60 1.2388 1.1571 0.0817 6.6% 0.0051 0.4% 90% False False 61
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2683
2.618 1.2560
1.618 1.2485
1.000 1.2439
0.618 1.2410
HIGH 1.2364
0.618 1.2335
0.500 1.2327
0.382 1.2318
LOW 1.2289
0.618 1.2243
1.000 1.2214
1.618 1.2168
2.618 1.2093
4.250 1.1970
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 1.2327 1.2313
PP 1.2320 1.2311
S1 1.2314 1.2309

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

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