CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 1.2289 1.2271 -0.0018 -0.1% 1.2103
High 1.2300 1.2289 -0.0011 -0.1% 1.2204
Low 1.2219 1.2188 -0.0031 -0.3% 1.2019
Close 1.2256 1.2251 -0.0005 0.0% 1.2175
Range 0.0081 0.0101 0.0020 24.7% 0.0185
ATR 0.0108 0.0108 -0.0001 -0.5% 0.0000
Volume 100,220 117,684 17,464 17.4% 643,404
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2546 1.2499 1.2307
R3 1.2445 1.2398 1.2279
R2 1.2344 1.2344 1.2270
R1 1.2297 1.2297 1.2260 1.2270
PP 1.2243 1.2243 1.2243 1.2229
S1 1.2196 1.2196 1.2242 1.2169
S2 1.2142 1.2142 1.2232
S3 1.2041 1.2095 1.2223
S4 1.1940 1.1994 1.2195
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.2688 1.2616 1.2277
R3 1.2503 1.2431 1.2226
R2 1.2318 1.2318 1.2209
R1 1.2246 1.2246 1.2192 1.2282
PP 1.2133 1.2133 1.2133 1.2151
S1 1.2061 1.2061 1.2158 1.2097
S2 1.1948 1.1948 1.2141
S3 1.1763 1.1876 1.2124
S4 1.1578 1.1691 1.2073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2303 1.2062 0.0241 2.0% 0.0101 0.8% 78% False False 120,686
10 1.2303 1.2019 0.0284 2.3% 0.0106 0.9% 82% False False 119,273
20 1.2303 1.1952 0.0351 2.9% 0.0106 0.9% 85% False False 115,321
40 1.2365 1.1842 0.0523 4.3% 0.0106 0.9% 78% False False 102,645
60 1.2426 1.1842 0.0584 4.8% 0.0109 0.9% 70% False False 69,236
80 1.2474 1.1842 0.0632 5.2% 0.0106 0.9% 65% False False 51,964
100 1.2474 1.1666 0.0808 6.6% 0.0103 0.8% 72% False False 41,596
120 1.2474 1.1666 0.0808 6.6% 0.0089 0.7% 72% False False 34,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2718
2.618 1.2553
1.618 1.2452
1.000 1.2390
0.618 1.2351
HIGH 1.2289
0.618 1.2250
0.500 1.2239
0.382 1.2227
LOW 1.2188
0.618 1.2126
1.000 1.2087
1.618 1.2025
2.618 1.1924
4.250 1.1759
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 1.2247 1.2247
PP 1.2243 1.2243
S1 1.2239 1.2240

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

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