CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 1.1994 1.2014 0.0020 0.2% 1.2130
High 1.2025 1.2093 0.0068 0.6% 1.2130
Low 1.1979 1.1946 -0.0033 -0.3% 1.1949
Close 1.2022 1.2036 0.0014 0.1% 1.1991
Range 0.0046 0.0147 0.0101 219.6% 0.0181
ATR 0.0098 0.0101 0.0004 3.6% 0.0000
Volume 244 364 120 49.2% 1,936
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2466 1.2398 1.2117
R3 1.2319 1.2251 1.2076
R2 1.2172 1.2172 1.2063
R1 1.2104 1.2104 1.2049 1.2138
PP 1.2025 1.2025 1.2025 1.2042
S1 1.1957 1.1957 1.2023 1.1991
S2 1.1878 1.1878 1.2009
S3 1.1731 1.1810 1.1996
S4 1.1584 1.1663 1.1955
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2566 1.2460 1.2091
R3 1.2385 1.2279 1.2041
R2 1.2204 1.2204 1.2024
R1 1.2098 1.2098 1.2008 1.2061
PP 1.2023 1.2023 1.2023 1.2005
S1 1.1917 1.1917 1.1974 1.1880
S2 1.1842 1.1842 1.1958
S3 1.1661 1.1736 1.1941
S4 1.1480 1.1555 1.1891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2093 1.1946 0.0147 1.2% 0.0079 0.7% 61% True True 339
10 1.2271 1.1946 0.0325 2.7% 0.0095 0.8% 28% False True 417
20 1.2474 1.1946 0.0528 4.4% 0.0107 0.9% 17% False True 301
40 1.2474 1.1931 0.0543 4.5% 0.0097 0.8% 19% False False 200
60 1.2474 1.1666 0.0808 6.7% 0.0086 0.7% 46% False False 163
80 1.2474 1.1610 0.0864 7.2% 0.0068 0.6% 49% False False 124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2718
2.618 1.2478
1.618 1.2331
1.000 1.2240
0.618 1.2184
HIGH 1.2093
0.618 1.2037
0.500 1.2020
0.382 1.2002
LOW 1.1946
0.618 1.1855
1.000 1.1799
1.618 1.1708
2.618 1.1561
4.250 1.1321
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 1.2031 1.2031
PP 1.2025 1.2025
S1 1.2020 1.2020

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

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