CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 1.2345 1.2246 -0.0099 -0.8% 1.2074
High 1.2345 1.2263 -0.0082 -0.7% 1.2365
Low 1.2243 1.2163 -0.0080 -0.7% 1.2062
Close 1.2260 1.2206 -0.0054 -0.4% 1.2328
Range 0.0102 0.0100 -0.0002 -2.0% 0.0303
ATR 0.0103 0.0103 0.0000 -0.2% 0.0000
Volume 78,058 113,609 35,551 45.5% 378,697
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.2511 1.2458 1.2261
R3 1.2411 1.2358 1.2234
R2 1.2311 1.2311 1.2224
R1 1.2258 1.2258 1.2215 1.2235
PP 1.2211 1.2211 1.2211 1.2199
S1 1.2158 1.2158 1.2197 1.2135
S2 1.2111 1.2111 1.2188
S3 1.2011 1.2058 1.2179
S4 1.1911 1.1958 1.2151
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3161 1.3047 1.2495
R3 1.2858 1.2744 1.2411
R2 1.2555 1.2555 1.2384
R1 1.2441 1.2441 1.2356 1.2498
PP 1.2252 1.2252 1.2252 1.2280
S1 1.2138 1.2138 1.2300 1.2195
S2 1.1949 1.1949 1.2272
S3 1.1646 1.1835 1.2245
S4 1.1343 1.1532 1.2161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2365 1.2140 0.0225 1.8% 0.0101 0.8% 29% False False 76,398
10 1.2365 1.1929 0.0436 3.6% 0.0094 0.8% 64% False False 80,040
20 1.2365 1.1842 0.0523 4.3% 0.0105 0.9% 70% False False 82,330
40 1.2426 1.1842 0.0584 4.8% 0.0106 0.9% 62% False False 41,791
60 1.2474 1.1842 0.0632 5.2% 0.0103 0.8% 58% False False 27,909
80 1.2474 1.1666 0.0808 6.6% 0.0100 0.8% 67% False False 20,961
100 1.2474 1.1635 0.0839 6.9% 0.0083 0.7% 68% False False 16,770
120 1.2474 1.1416 0.1058 8.7% 0.0071 0.6% 75% False False 13,976
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2688
2.618 1.2525
1.618 1.2425
1.000 1.2363
0.618 1.2325
HIGH 1.2263
0.618 1.2225
0.500 1.2213
0.382 1.2201
LOW 1.2163
0.618 1.2101
1.000 1.2063
1.618 1.2001
2.618 1.1901
4.250 1.1738
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 1.2213 1.2264
PP 1.2211 1.2245
S1 1.2208 1.2225

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

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