CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 1.2160 1.2307 0.0147 1.2% 1.1978
High 1.2270 1.2320 0.0050 0.4% 1.2088
Low 1.2160 1.2242 0.0082 0.7% 1.1967
Close 1.2275 1.2293 0.0018 0.1% 1.2087
Range 0.0110 0.0078 -0.0032 -29.1% 0.0121
ATR
Volume 37 29 -8 -21.6% 77
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2519 1.2484 1.2336
R3 1.2441 1.2406 1.2314
R2 1.2363 1.2363 1.2307
R1 1.2328 1.2328 1.2300 1.2307
PP 1.2285 1.2285 1.2285 1.2274
S1 1.2250 1.2250 1.2286 1.2229
S2 1.2207 1.2207 1.2279
S3 1.2129 1.2172 1.2272
S4 1.2051 1.2094 1.2250
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2410 1.2370 1.2154
R3 1.2289 1.2249 1.2120
R2 1.2168 1.2168 1.2109
R1 1.2128 1.2128 1.2098 1.2148
PP 1.2047 1.2047 1.2047 1.2058
S1 1.2007 1.2007 1.2076 1.2027
S2 1.1926 1.1926 1.2065
S3 1.1805 1.1886 1.2054
S4 1.1684 1.1765 1.2020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2320 1.2042 0.0278 2.3% 0.0058 0.5% 90% True False 27
10 1.2320 1.1894 0.0426 3.5% 0.0040 0.3% 94% True False 28
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2652
2.618 1.2524
1.618 1.2446
1.000 1.2398
0.618 1.2368
HIGH 1.2320
0.618 1.2290
0.500 1.2281
0.382 1.2272
LOW 1.2242
0.618 1.2194
1.000 1.2164
1.618 1.2116
2.618 1.2038
4.250 1.1911
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 1.2289 1.2275
PP 1.2285 1.2258
S1 1.2281 1.2240

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

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