CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 1.2067 1.2240 0.0173 1.4% 1.2176
High 1.2260 1.2444 0.0184 1.5% 1.2260
Low 1.2011 1.2136 0.0125 1.0% 1.2011
Close 1.2222 1.2258 0.0036 0.3% 1.2222
Range 0.0249 0.0308 0.0059 23.7% 0.0249
ATR 0.0096 0.0112 0.0015 15.7% 0.0000
Volume 200,660 171,096 -29,564 -14.7% 399,181
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3203 1.3039 1.2427
R3 1.2895 1.2731 1.2343
R2 1.2587 1.2587 1.2314
R1 1.2423 1.2423 1.2286 1.2505
PP 1.2279 1.2279 1.2279 1.2321
S1 1.2115 1.2115 1.2230 1.2197
S2 1.1971 1.1971 1.2202
S3 1.1663 1.1807 1.2173
S4 1.1355 1.1499 1.2089
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2911 1.2816 1.2359
R3 1.2662 1.2567 1.2290
R2 1.2413 1.2413 1.2268
R1 1.2318 1.2318 1.2245 1.2366
PP 1.2164 1.2164 1.2164 1.2188
S1 1.2069 1.2069 1.2199 1.2117
S2 1.1915 1.1915 1.2176
S3 1.1666 1.1820 1.2154
S4 1.1417 1.1571 1.2085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2444 1.2011 0.0433 3.5% 0.0155 1.3% 57% True False 111,284
10 1.2444 1.2011 0.0433 3.5% 0.0124 1.0% 57% True False 58,400
20 1.2444 1.1919 0.0525 4.3% 0.0101 0.8% 65% True False 29,598
40 1.2444 1.1919 0.0525 4.3% 0.0097 0.8% 65% True False 14,880
60 1.2444 1.1894 0.0550 4.5% 0.0084 0.7% 66% True False 9,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 1.3753
2.618 1.3250
1.618 1.2942
1.000 1.2752
0.618 1.2634
HIGH 1.2444
0.618 1.2326
0.500 1.2290
0.382 1.2254
LOW 1.2136
0.618 1.1946
1.000 1.1828
1.618 1.1638
2.618 1.1330
4.250 1.0827
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 1.2290 1.2248
PP 1.2279 1.2238
S1 1.2269 1.2228

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

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