CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 1.1973 1.2012 0.0039 0.3% 1.1989
High 1.2038 1.2052 0.0014 0.1% 1.2052
Low 1.1962 1.1984 0.0022 0.2% 1.1919
Close 1.2010 1.2042 0.0032 0.3% 1.2042
Range 0.0076 0.0068 -0.0008 -10.5% 0.0133
ATR 0.0087 0.0085 -0.0001 -1.5% 0.0000
Volume 557 376 -181 -32.5% 1,746
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2230 1.2204 1.2079
R3 1.2162 1.2136 1.2061
R2 1.2094 1.2094 1.2054
R1 1.2068 1.2068 1.2048 1.2081
PP 1.2026 1.2026 1.2026 1.2033
S1 1.2000 1.2000 1.2036 1.2013
S2 1.1958 1.1958 1.2030
S3 1.1890 1.1932 1.2023
S4 1.1822 1.1864 1.2005
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2403 1.2356 1.2115
R3 1.2270 1.2223 1.2079
R2 1.2137 1.2137 1.2066
R1 1.2090 1.2090 1.2054 1.2114
PP 1.2004 1.2004 1.2004 1.2016
S1 1.1957 1.1957 1.2030 1.1981
S2 1.1871 1.1871 1.2018
S3 1.1738 1.1824 1.2005
S4 1.1605 1.1691 1.1969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2052 1.1919 0.0133 1.1% 0.0071 0.6% 92% True False 349
10 1.2243 1.1919 0.0324 2.7% 0.0074 0.6% 38% False False 320
20 1.2388 1.1919 0.0469 3.9% 0.0089 0.7% 26% False False 228
40 1.2388 1.1919 0.0469 3.9% 0.0081 0.7% 26% False False 150
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2341
2.618 1.2230
1.618 1.2162
1.000 1.2120
0.618 1.2094
HIGH 1.2052
0.618 1.2026
0.500 1.2018
0.382 1.2010
LOW 1.1984
0.618 1.1942
1.000 1.1916
1.618 1.1874
2.618 1.1806
4.250 1.1695
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 1.2034 1.2023
PP 1.2026 1.2004
S1 1.2018 1.1986

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

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