CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 1.2246 1.2191 -0.0055 -0.4% 1.2074
High 1.2263 1.2222 -0.0041 -0.3% 1.2365
Low 1.2163 1.2000 -0.0163 -1.3% 1.2062
Close 1.2206 1.2010 -0.0196 -1.6% 1.2328
Range 0.0100 0.0222 0.0122 122.0% 0.0303
ATR 0.0103 0.0111 0.0009 8.3% 0.0000
Volume 113,609 176,282 62,673 55.2% 378,697
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.2743 1.2599 1.2132
R3 1.2521 1.2377 1.2071
R2 1.2299 1.2299 1.2051
R1 1.2155 1.2155 1.2030 1.2116
PP 1.2077 1.2077 1.2077 1.2058
S1 1.1933 1.1933 1.1990 1.1894
S2 1.1855 1.1855 1.1969
S3 1.1633 1.1711 1.1949
S4 1.1411 1.1489 1.1888
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 1.2000 0.0365 3.0% 0.0121 1.0% 3% False True 96,691
10 1.2365 1.1938 0.0427 3.6% 0.0110 0.9% 17% False False 90,373
20 1.2365 1.1842 0.0523 4.4% 0.0106 0.9% 32% False False 89,969
40 1.2426 1.1842 0.0584 4.9% 0.0110 0.9% 29% False False 46,193
60 1.2474 1.1842 0.0632 5.3% 0.0106 0.9% 27% False False 30,845
80 1.2474 1.1666 0.0808 6.7% 0.0102 0.9% 43% False False 23,164
100 1.2474 1.1666 0.0808 6.7% 0.0085 0.7% 43% False False 18,533
120 1.2474 1.1416 0.1058 8.8% 0.0073 0.6% 56% False False 15,445
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 0.0012
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 1.3166
2.618 1.2803
1.618 1.2581
1.000 1.2444
0.618 1.2359
HIGH 1.2222
0.618 1.2137
0.500 1.2111
0.382 1.2085
LOW 1.2000
0.618 1.1863
1.000 1.1778
1.618 1.1641
2.618 1.1419
4.250 1.1057
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 1.2111 1.2173
PP 1.2077 1.2118
S1 1.2044 1.2064

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

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