CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 13-Jan-2011

Day Change Summary
	Previous	Current
	12-Jan-2011	13-Jan-2011	Change	Change %	Previous Week
Open	1.2032	1.2086	0.0054	0.4%	1.2329
High	1.2087	1.2117	0.0030	0.2%	1.2329
Low	1.2027	1.2086	0.0059	0.5%	1.1983
Close	1.2084	1.2109	0.0025	0.2%	1.2065
Range	0.0060	0.0031	-0.0029	-48.3%	0.0346
ATR	0.0077	0.0074	-0.0003	-4.1%	0.0000
Volume	63	40	-23	-36.5%	299

Daily Pivots for day following 13-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2197	1.2184	1.2126
R3	1.2166	1.2153	1.2118
R2	1.2135	1.2135	1.2115
R1	1.2122	1.2122	1.2112	1.2129
PP	1.2104	1.2104	1.2104	1.2107
S1	1.2091	1.2091	1.2106	1.2098
S2	1.2073	1.2073	1.2103
S3	1.2042	1.2060	1.2100
S4	1.2011	1.2029	1.2092

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	1.2117	1.1983	0.0134	1.1%	0.0064	0.5%	94%	True	False	100
10	1.2345	1.1983	0.0362	3.0%	0.0076	0.6%	35%	False	False	86
20	1.2345	1.1894	0.0451	3.7%	0.0058	0.5%	48%	False	False	57

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.2249
2.618	1.2198
1.618	1.2167
1.000	1.2148
0.618	1.2136
HIGH	1.2117
0.618	1.2105
0.500	1.2102
0.382	1.2098
LOW	1.2086
0.618	1.2067
1.000	1.2055
1.618	1.2036
2.618	1.2005
4.250	1.1954

Fisher Pivots for day following 13-Jan-2011
Pivot	1 day	3 day
R1	1.2107	1.2092
PP	1.2104	1.2075
S1	1.2102	1.2058

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols