CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 1.2222 1.2232 0.0010 0.1% 1.2050
High 1.2270 1.2244 -0.0026 -0.2% 1.2260
Low 1.2191 1.2128 -0.0063 -0.5% 1.2000
Close 1.2222 1.2149 -0.0073 -0.6% 1.2250
Range 0.0079 0.0116 0.0037 46.8% 0.0260
ATR 0.0084 0.0086 0.0002 2.7% 0.0000
Volume 2,290 5,908 3,618 158.0% 3,582
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2522 1.2451 1.2213
R3 1.2406 1.2335 1.2181
R2 1.2290 1.2290 1.2170
R1 1.2219 1.2219 1.2160 1.2197
PP 1.2174 1.2174 1.2174 1.2162
S1 1.2103 1.2103 1.2138 1.2081
S2 1.2058 1.2058 1.2128
S3 1.1942 1.1987 1.2117
S4 1.1826 1.1871 1.2085
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 1.2270 1.2128 0.0142 1.2% 0.0076 0.6% 15% False True 2,840
10 1.2270 1.1962 0.0308 2.5% 0.0085 0.7% 61% False False 1,759
20 1.2388 1.1919 0.0469 3.9% 0.0091 0.7% 49% False False 1,002
40 1.2388 1.1919 0.0469 3.9% 0.0087 0.7% 49% False False 558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2737
2.618 1.2548
1.618 1.2432
1.000 1.2360
0.618 1.2316
HIGH 1.2244
0.618 1.2200
0.500 1.2186
0.382 1.2172
LOW 1.2128
0.618 1.2056
1.000 1.2012
1.618 1.1940
2.618 1.1824
4.250 1.1635
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 1.2186 1.2199
PP 1.2174 1.2182
S1 1.2161 1.2166

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

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