CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 1.2262 1.2363 0.0101 0.8% 1.2310
High 1.2376 1.2459 0.0083 0.7% 1.2459
Low 1.2262 1.2363 0.0101 0.8% 1.2217
Close 1.2351 1.2442 0.0091 0.7% 1.2442
Range 0.0114 0.0096 -0.0018 -15.8% 0.0242
ATR 0.0095 0.0096 0.0001 1.0% 0.0000
Volume 147 106 -41 -27.9% 560
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2709 1.2672 1.2495
R3 1.2613 1.2576 1.2468
R2 1.2517 1.2517 1.2460
R1 1.2480 1.2480 1.2451 1.2499
PP 1.2421 1.2421 1.2421 1.2431
S1 1.2384 1.2384 1.2433 1.2403
S2 1.2325 1.2325 1.2424
S3 1.2229 1.2288 1.2416
S4 1.2133 1.2192 1.2389
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3099 1.3012 1.2575
R3 1.2857 1.2770 1.2509
R2 1.2615 1.2615 1.2486
R1 1.2528 1.2528 1.2464 1.2572
PP 1.2373 1.2373 1.2373 1.2394
S1 1.2286 1.2286 1.2420 1.2330
S2 1.2131 1.2131 1.2398
S3 1.1889 1.2044 1.2375
S4 1.1647 1.1802 1.2309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2459 1.2217 0.0242 1.9% 0.0117 0.9% 93% True False 112
10 1.2459 1.2217 0.0242 1.9% 0.0099 0.8% 93% True False 123
20 1.2459 1.1931 0.0528 4.2% 0.0093 0.8% 97% True False 108
40 1.2459 1.1666 0.0793 6.4% 0.0083 0.7% 98% True False 102
60 1.2459 1.1635 0.0824 6.6% 0.0058 0.5% 98% True False 70
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2867
2.618 1.2710
1.618 1.2614
1.000 1.2555
0.618 1.2518
HIGH 1.2459
0.618 1.2422
0.500 1.2411
0.382 1.2400
LOW 1.2363
0.618 1.2304
1.000 1.2267
1.618 1.2208
2.618 1.2112
4.250 1.1955
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 1.2432 1.2407
PP 1.2421 1.2373
S1 1.2411 1.2338

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

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