CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 1.2021 1.2048 0.0027 0.2% 1.2329
High 1.2079 1.2112 0.0033 0.3% 1.2329
Low 1.1983 1.2048 0.0065 0.5% 1.1983
Close 1.2065 1.2100 0.0035 0.3% 1.2065
Range 0.0096 0.0064 -0.0032 -33.3% 0.0346
ATR 0.0078 0.0077 -0.0001 -1.3% 0.0000
Volume 50 255 205 410.0% 299
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.2279 1.2253 1.2135
R3 1.2215 1.2189 1.2118
R2 1.2151 1.2151 1.2112
R1 1.2125 1.2125 1.2106 1.2138
PP 1.2087 1.2087 1.2087 1.2093
S1 1.2061 1.2061 1.2094 1.2074
S2 1.2023 1.2023 1.2088
S3 1.1959 1.1997 1.2082
S4 1.1895 1.1933 1.2065
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3164 1.2960 1.2255
R3 1.2818 1.2614 1.2160
R2 1.2472 1.2472 1.2128
R1 1.2268 1.2268 1.2097 1.2197
PP 1.2126 1.2126 1.2126 1.2090
S1 1.1922 1.1922 1.2033 1.1851
S2 1.1780 1.1780 1.2002
S3 1.1434 1.1576 1.1970
S4 1.1088 1.1230 1.1875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2261 1.1983 0.0278 2.3% 0.0099 0.8% 42% False False 99
10 1.2345 1.1983 0.0362 3.0% 0.0083 0.7% 32% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2384
2.618 1.2280
1.618 1.2216
1.000 1.2176
0.618 1.2152
HIGH 1.2112
0.618 1.2088
0.500 1.2080
0.382 1.2072
LOW 1.2048
0.618 1.2008
1.000 1.1984
1.618 1.1944
2.618 1.1880
4.250 1.1776
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 1.2093 1.2083
PP 1.2087 1.2065
S1 1.2080 1.2048

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

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