CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 1.1952 1.1919 -0.0033 -0.3% 1.2109
High 1.1995 1.2045 0.0050 0.4% 1.2159
Low 1.1914 1.1866 -0.0048 -0.4% 1.1873
Close 1.1932 1.2013 0.0081 0.7% 1.1932
Range 0.0081 0.0179 0.0098 121.0% 0.0286
ATR 0.0112 0.0117 0.0005 4.3% 0.0000
Volume 79,230 119,089 39,859 50.3% 235,062
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2512 1.2441 1.2111
R3 1.2333 1.2262 1.2062
R2 1.2154 1.2154 1.2046
R1 1.2083 1.2083 1.2029 1.2119
PP 1.1975 1.1975 1.1975 1.1992
S1 1.1904 1.1904 1.1997 1.1940
S2 1.1796 1.1796 1.1980
S3 1.1617 1.1725 1.1964
S4 1.1438 1.1546 1.1915
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2846 1.2675 1.2089
R3 1.2560 1.2389 1.2011
R2 1.2274 1.2274 1.1984
R1 1.2103 1.2103 1.1958 1.2046
PP 1.1988 1.1988 1.1988 1.1959
S1 1.1817 1.1817 1.1906 1.1760
S2 1.1702 1.1702 1.1880
S3 1.1416 1.1531 1.1853
S4 1.1130 1.1245 1.1775
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2159 1.1866 0.0293 2.4% 0.0134 1.1% 50% False True 69,080
10 1.2159 1.1866 0.0293 2.4% 0.0131 1.1% 50% False True 36,288
20 1.2159 1.1864 0.0295 2.5% 0.0109 0.9% 51% False False 18,425
40 1.2474 1.1864 0.0610 5.1% 0.0111 0.9% 24% False False 9,322
60 1.2474 1.1687 0.0787 6.6% 0.0099 0.8% 41% False False 6,244
80 1.2474 1.1666 0.0808 6.7% 0.0086 0.7% 43% False False 4,697
100 1.2474 1.1416 0.1058 8.8% 0.0071 0.6% 56% False False 3,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2806
2.618 1.2514
1.618 1.2335
1.000 1.2224
0.618 1.2156
HIGH 1.2045
0.618 1.1977
0.500 1.1956
0.382 1.1934
LOW 1.1866
0.618 1.1755
1.000 1.1687
1.618 1.1576
2.618 1.1397
4.250 1.1105
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 1.1994 1.1994
PP 1.1975 1.1975
S1 1.1956 1.1956

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

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