CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 1.2187 1.2072 -0.0115 -0.9% 1.2068
High 1.2196 1.2125 -0.0071 -0.6% 1.2222
Low 1.2052 1.2072 0.0020 0.2% 1.2052
Close 1.2062 1.2122 0.0060 0.5% 1.2122
Range 0.0144 0.0053 -0.0091 -63.2% 0.0170
ATR 0.0083 0.0082 -0.0001 -1.7% 0.0000
Volume 117 80 -37 -31.6% 386
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.2265 1.2247 1.2151
R3 1.2212 1.2194 1.2137
R2 1.2159 1.2159 1.2132
R1 1.2141 1.2141 1.2127 1.2150
PP 1.2106 1.2106 1.2106 1.2111
S1 1.2088 1.2088 1.2117 1.2097
S2 1.2053 1.2053 1.2112
S3 1.2000 1.2035 1.2107
S4 1.1947 1.1982 1.2093
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.2642 1.2552 1.2216
R3 1.2472 1.2382 1.2169
R2 1.2302 1.2302 1.2153
R1 1.2212 1.2212 1.2138 1.2257
PP 1.2132 1.2132 1.2132 1.2155
S1 1.2042 1.2042 1.2106 1.2087
S2 1.1962 1.1962 1.2091
S3 1.1792 1.1872 1.2075
S4 1.1622 1.1702 1.2029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2222 1.2052 0.0170 1.4% 0.0084 0.7% 41% False False 87
10 1.2222 1.1983 0.0239 2.0% 0.0074 0.6% 58% False False 93
20 1.2345 1.1983 0.0362 3.0% 0.0074 0.6% 38% False False 72
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2350
2.618 1.2264
1.618 1.2211
1.000 1.2178
0.618 1.2158
HIGH 1.2125
0.618 1.2105
0.500 1.2099
0.382 1.2092
LOW 1.2072
0.618 1.2039
1.000 1.2019
1.618 1.1986
2.618 1.1933
4.250 1.1847
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 1.2114 1.2137
PP 1.2106 1.2132
S1 1.2099 1.2127

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

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