CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 1.2256 1.2248 -0.0008 -0.1% 1.2050
High 1.2262 1.2248 -0.0014 -0.1% 1.2260
Low 1.2212 1.2171 -0.0041 -0.3% 1.2000
Close 1.2243 1.2217 -0.0026 -0.2% 1.2250
Range 0.0050 0.0077 0.0027 54.0% 0.0260
ATR 0.0085 0.0085 -0.0001 -0.7% 0.0000
Volume 2,636 2,245 -391 -14.8% 3,582
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2443 1.2407 1.2259
R3 1.2366 1.2330 1.2238
R2 1.2289 1.2289 1.2231
R1 1.2253 1.2253 1.2224 1.2233
PP 1.2212 1.2212 1.2212 1.2202
S1 1.2176 1.2176 1.2210 1.2156
S2 1.2135 1.2135 1.2203
S3 1.2058 1.2099 1.2196
S4 1.1981 1.2022 1.2175
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2950 1.2860 1.2393
R3 1.2690 1.2600 1.2322
R2 1.2430 1.2430 1.2298
R1 1.2340 1.2340 1.2274 1.2385
PP 1.2170 1.2170 1.2170 1.2193
S1 1.2080 1.2080 1.2226 1.2125
S2 1.1910 1.1910 1.2202
S3 1.1650 1.1820 1.2179
S4 1.1390 1.1560 1.2107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2262 1.2080 0.0182 1.5% 0.0077 0.6% 75% False False 1,618
10 1.2262 1.1919 0.0343 2.8% 0.0081 0.7% 87% False False 1,008
20 1.2388 1.1919 0.0469 3.8% 0.0089 0.7% 64% False False 611
40 1.2388 1.1919 0.0469 3.8% 0.0086 0.7% 64% False False 355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2575
2.618 1.2450
1.618 1.2373
1.000 1.2325
0.618 1.2296
HIGH 1.2248
0.618 1.2219
0.500 1.2210
0.382 1.2200
LOW 1.2171
0.618 1.2123
1.000 1.2094
1.618 1.2046
2.618 1.1969
4.250 1.1844
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 1.2215 1.2217
PP 1.2212 1.2217
S1 1.2210 1.2217

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

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