CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 1.2260 1.2165 -0.0095 -0.8% 1.2180
High 1.2341 1.2174 -0.0167 -1.4% 1.2341
Low 1.2127 1.2128 0.0001 0.0% 1.2127
Close 1.2162 1.2153 -0.0009 -0.1% 1.2162
Range 0.0214 0.0046 -0.0168 -78.5% 0.0214
ATR 0.0116 0.0111 -0.0005 -4.3% 0.0000
Volume 165,721 84,079 -81,642 -49.3% 612,515
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2290 1.2267 1.2178
R3 1.2244 1.2221 1.2166
R2 1.2198 1.2198 1.2161
R1 1.2175 1.2175 1.2157 1.2164
PP 1.2152 1.2152 1.2152 1.2146
S1 1.2129 1.2129 1.2149 1.2118
S2 1.2106 1.2106 1.2145
S3 1.2060 1.2083 1.2140
S4 1.2014 1.2037 1.2128
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2852 1.2721 1.2280
R3 1.2638 1.2507 1.2221
R2 1.2424 1.2424 1.2201
R1 1.2293 1.2293 1.2182 1.2252
PP 1.2210 1.2210 1.2210 1.2189
S1 1.2079 1.2079 1.2142 1.2038
S2 1.1996 1.1996 1.2123
S3 1.1782 1.1865 1.2103
S4 1.1568 1.1651 1.2044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2341 1.2127 0.0214 1.8% 0.0114 0.9% 12% False False 119,397
10 1.2341 1.2019 0.0322 2.6% 0.0114 0.9% 42% False False 125,166
20 1.2341 1.1983 0.0358 2.9% 0.0109 0.9% 47% False False 113,721
40 1.2365 1.1842 0.0523 4.3% 0.0107 0.9% 59% False False 105,801
60 1.2365 1.1842 0.0523 4.3% 0.0107 0.9% 59% False False 73,389
80 1.2474 1.1842 0.0632 5.2% 0.0108 0.9% 49% False False 55,085
100 1.2474 1.1666 0.0808 6.6% 0.0101 0.8% 60% False False 44,093
120 1.2474 1.1666 0.0808 6.6% 0.0091 0.7% 60% False False 36,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.2370
2.618 1.2294
1.618 1.2248
1.000 1.2220
0.618 1.2202
HIGH 1.2174
0.618 1.2156
0.500 1.2151
0.382 1.2146
LOW 1.2128
0.618 1.2100
1.000 1.2082
1.618 1.2054
2.618 1.2008
4.250 1.1933
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 1.2152 1.2234
PP 1.2152 1.2207
S1 1.2151 1.2180

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

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