CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 1.2343 1.2310 -0.0033 -0.3% 1.2309
High 1.2364 1.2453 0.0089 0.7% 1.2388
Low 1.2289 1.2310 0.0021 0.2% 1.2237
Close 1.2307 1.2384 0.0077 0.6% 1.2307
Range 0.0075 0.0143 0.0068 90.7% 0.0151
ATR 0.0085 0.0089 0.0004 5.2% 0.0000
Volume 119 64 -55 -46.2% 673
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2811 1.2741 1.2463
R3 1.2668 1.2598 1.2423
R2 1.2525 1.2525 1.2410
R1 1.2455 1.2455 1.2397 1.2490
PP 1.2382 1.2382 1.2382 1.2400
S1 1.2312 1.2312 1.2371 1.2347
S2 1.2239 1.2239 1.2358
S3 1.2096 1.2169 1.2345
S4 1.1953 1.2026 1.2305
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 1.2453 1.2237 0.0216 1.7% 0.0104 0.8% 68% True False 139
10 1.2453 1.2179 0.0274 2.2% 0.0084 0.7% 75% True False 107
20 1.2453 1.1914 0.0539 4.4% 0.0082 0.7% 87% True False 92
40 1.2453 1.1666 0.0787 6.4% 0.0072 0.6% 91% True False 90
60 1.2453 1.1589 0.0864 7.0% 0.0052 0.4% 92% True False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3061
2.618 1.2827
1.618 1.2684
1.000 1.2596
0.618 1.2541
HIGH 1.2453
0.618 1.2398
0.500 1.2382
0.382 1.2365
LOW 1.2310
0.618 1.2222
1.000 1.2167
1.618 1.2079
2.618 1.1936
4.250 1.1702
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 1.2383 1.2371
PP 1.2382 1.2358
S1 1.2382 1.2345

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

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