CME Japanese Yen Future June 2011


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Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 1.2356 1.2361 0.0005 0.0% 1.2240
High 1.2398 1.2390 -0.0008 -0.1% 1.2957
Low 1.2340 1.2342 0.0002 0.0% 1.2136
Close 1.2376 1.2360 -0.0016 -0.1% 1.2356
Range 0.0058 0.0048 -0.0010 -17.2% 0.0821
ATR 0.0154 0.0146 -0.0008 -4.9% 0.0000
Volume 107,514 77,644 -29,870 -27.8% 1,106,411
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2508 1.2482 1.2386
R3 1.2460 1.2434 1.2373
R2 1.2412 1.2412 1.2369
R1 1.2386 1.2386 1.2364 1.2375
PP 1.2364 1.2364 1.2364 1.2359
S1 1.2338 1.2338 1.2356 1.2327
S2 1.2316 1.2316 1.2351
S3 1.2268 1.2290 1.2347
S4 1.2220 1.2242 1.2334
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4946 1.4472 1.2808
R3 1.4125 1.3651 1.2582
R2 1.3304 1.3304 1.2507
R1 1.2830 1.2830 1.2431 1.3067
PP 1.2483 1.2483 1.2483 1.2602
S1 1.2009 1.2009 1.2281 1.2246
S2 1.1662 1.1662 1.2205
S3 1.0841 1.1188 1.2130
S4 1.0020 1.0367 1.1904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2658 1.2200 0.0458 3.7% 0.0144 1.2% 35% False False 121,252
10 1.2957 1.2011 0.0946 7.7% 0.0221 1.8% 37% False False 165,685
20 1.2957 1.2011 0.0946 7.7% 0.0150 1.2% 37% False False 93,643
40 1.2957 1.1919 0.1038 8.4% 0.0122 1.0% 42% False False 46,991
60 1.2957 1.1919 0.1038 8.4% 0.0108 0.9% 42% False False 31,354
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0061
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.2594
2.618 1.2516
1.618 1.2468
1.000 1.2438
0.618 1.2420
HIGH 1.2390
0.618 1.2372
0.500 1.2366
0.382 1.2360
LOW 1.2342
0.618 1.2312
1.000 1.2294
1.618 1.2264
2.618 1.2216
4.250 1.2138
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 1.2366 1.2358
PP 1.2364 1.2356
S1 1.2362 1.2354

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

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