CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 1.2007 1.1943 -0.0064 -0.5% 1.2165
High 1.2022 1.1979 -0.0043 -0.4% 1.2233
Low 1.1918 1.1909 -0.0009 -0.1% 1.1953
Close 1.1931 1.1970 0.0039 0.3% 1.1979
Range 0.0104 0.0070 -0.0034 -32.7% 0.0280
ATR 0.0103 0.0101 -0.0002 -2.3% 0.0000
Volume 139,324 139,406 82 0.1% 607,899
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2163 1.2136 1.2009
R3 1.2093 1.2066 1.1989
R2 1.2023 1.2023 1.1983
R1 1.1996 1.1996 1.1976 1.2010
PP 1.1953 1.1953 1.1953 1.1959
S1 1.1926 1.1926 1.1964 1.1940
S2 1.1883 1.1883 1.1957
S3 1.1813 1.1856 1.1951
S4 1.1743 1.1786 1.1932
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2895 1.2717 1.2133
R3 1.2615 1.2437 1.2056
R2 1.2335 1.2335 1.2030
R1 1.2157 1.2157 1.2005 1.2106
PP 1.2055 1.2055 1.2055 1.2030
S1 1.1877 1.1877 1.1953 1.1826
S2 1.1775 1.1775 1.1928
S3 1.1495 1.1597 1.1902
S4 1.1215 1.1317 1.1825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2147 1.1909 0.0238 2.0% 0.0089 0.7% 26% False True 130,404
10 1.2341 1.1909 0.0432 3.6% 0.0098 0.8% 14% False True 126,177
20 1.2341 1.1909 0.0432 3.6% 0.0105 0.9% 14% False True 124,193
40 1.2365 1.1909 0.0456 3.8% 0.0104 0.9% 13% False True 110,680
60 1.2365 1.1842 0.0523 4.4% 0.0107 0.9% 24% False False 88,243
80 1.2474 1.1842 0.0632 5.3% 0.0108 0.9% 20% False False 66,253
100 1.2474 1.1842 0.0632 5.3% 0.0102 0.9% 20% False False 53,021
120 1.2474 1.1666 0.0808 6.8% 0.0096 0.8% 38% False False 44,198
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2277
2.618 1.2162
1.618 1.2092
1.000 1.2049
0.618 1.2022
HIGH 1.1979
0.618 1.1952
0.500 1.1944
0.382 1.1936
LOW 1.1909
0.618 1.1866
1.000 1.1839
1.618 1.1796
2.618 1.1726
4.250 1.1612
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 1.1961 1.1973
PP 1.1953 1.1972
S1 1.1944 1.1971

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

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