CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1.2203 1.2246 0.0043 0.4% 1.2032
High 1.2251 1.2255 0.0004 0.0% 1.2253
Low 1.2187 1.2199 0.0012 0.1% 1.1987
Close 1.2240 1.2234 -0.0006 0.0% 1.2240
Range 0.0064 0.0056 -0.0008 -12.5% 0.0266
ATR 0.0099 0.0096 -0.0003 -3.1% 0.0000
Volume 111,631 117,450 5,819 5.2% 410,722
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2397 1.2372 1.2265
R3 1.2341 1.2316 1.2249
R2 1.2285 1.2285 1.2244
R1 1.2260 1.2260 1.2239 1.2245
PP 1.2229 1.2229 1.2229 1.2222
S1 1.2204 1.2204 1.2229 1.2189
S2 1.2173 1.2173 1.2224
S3 1.2117 1.2148 1.2219
S4 1.2061 1.2092 1.2203
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2958 1.2865 1.2386
R3 1.2692 1.2599 1.2313
R2 1.2426 1.2426 1.2289
R1 1.2333 1.2333 1.2264 1.2380
PP 1.2160 1.2160 1.2160 1.2183
S1 1.2067 1.2067 1.2216 1.2114
S2 1.1894 1.1894 1.2191
S3 1.1628 1.1801 1.2167
S4 1.1362 1.1535 1.2094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2255 1.1987 0.0268 2.2% 0.0092 0.8% 92% True False 105,634
10 1.2255 1.1909 0.0346 2.8% 0.0085 0.7% 94% True False 114,343
20 1.2341 1.1909 0.0432 3.5% 0.0093 0.8% 75% False False 118,192
40 1.2365 1.1909 0.0456 3.7% 0.0104 0.8% 71% False False 115,582
60 1.2365 1.1842 0.0523 4.3% 0.0105 0.9% 75% False False 101,021
80 1.2426 1.1842 0.0584 4.8% 0.0106 0.9% 67% False False 75,899
100 1.2474 1.1842 0.0632 5.2% 0.0104 0.8% 62% False False 60,746
120 1.2474 1.1666 0.0808 6.6% 0.0100 0.8% 70% False False 50,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2493
2.618 1.2402
1.618 1.2346
1.000 1.2311
0.618 1.2290
HIGH 1.2255
0.618 1.2234
0.500 1.2227
0.382 1.2220
LOW 1.2199
0.618 1.2164
1.000 1.2143
1.618 1.2108
2.618 1.2052
4.250 1.1961
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.2232 1.2219
PP 1.2229 1.2204
S1 1.2227 1.2190

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

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