CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 1.2105 1.2193 0.0088 0.7% 1.2113
High 1.2210 1.2220 0.0010 0.1% 1.2210
Low 1.2105 1.2176 0.0071 0.6% 1.2060
Close 1.2186 1.2207 0.0021 0.2% 1.2186
Range 0.0105 0.0044 -0.0061 -58.1% 0.0150
ATR 0.0086 0.0083 -0.0003 -3.5% 0.0000
Volume 137 136 -1 -0.7% 662
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.2333 1.2314 1.2231
R3 1.2289 1.2270 1.2219
R2 1.2245 1.2245 1.2215
R1 1.2226 1.2226 1.2211 1.2236
PP 1.2201 1.2201 1.2201 1.2206
S1 1.2182 1.2182 1.2203 1.2192
S2 1.2157 1.2157 1.2199
S3 1.2113 1.2138 1.2195
S4 1.2069 1.2094 1.2183
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.2602 1.2544 1.2269
R3 1.2452 1.2394 1.2227
R2 1.2302 1.2302 1.2214
R1 1.2244 1.2244 1.2200 1.2273
PP 1.2152 1.2152 1.2152 1.2167
S1 1.2094 1.2094 1.2172 1.2123
S2 1.2002 1.2002 1.2159
S3 1.1852 1.1944 1.2145
S4 1.1702 1.1794 1.2104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2220 1.2060 0.0160 1.3% 0.0087 0.7% 92% True False 154
10 1.2222 1.2052 0.0170 1.4% 0.0084 0.7% 91% False False 118
20 1.2329 1.1983 0.0346 2.8% 0.0083 0.7% 65% False False 99
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 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2407
2.618 1.2335
1.618 1.2291
1.000 1.2264
0.618 1.2247
HIGH 1.2220
0.618 1.2203
0.500 1.2198
0.382 1.2193
LOW 1.2176
0.618 1.2149
1.000 1.2132
1.618 1.2105
2.618 1.2061
4.250 1.1989
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 1.2204 1.2185
PP 1.2201 1.2162
S1 1.2198 1.2140

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

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