CME Japanese Yen Future December 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 1.2273 1.2247 -0.0026 -0.2% 1.2074
High 1.2273 1.2247 -0.0026 -0.2% 1.2281
Low 1.2273 1.2247 -0.0026 -0.2% 1.2074
Close 1.2273 1.2247 -0.0026 -0.2% 1.2281
Range
ATR 0.0041 0.0040 -0.0001 -2.6% 0.0000
Volume 1 1 0 0.0% 14
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2247 1.2247 1.2247
R3 1.2247 1.2247 1.2247
R2 1.2247 1.2247 1.2247
R1 1.2247 1.2247 1.2247 1.2247
PP 1.2247 1.2247 1.2247 1.2247
S1 1.2247 1.2247 1.2247 1.2247
S2 1.2247 1.2247 1.2247
S3 1.2247 1.2247 1.2247
S4 1.2247 1.2247 1.2247
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2833 1.2764 1.2395
R3 1.2626 1.2557 1.2338
R2 1.2419 1.2419 1.2319
R1 1.2350 1.2350 1.2300 1.2385
PP 1.2212 1.2212 1.2212 1.2229
S1 1.2143 1.2143 1.2262 1.2178
S2 1.2005 1.2005 1.2243
S3 1.1798 1.1936 1.2224
S4 1.1591 1.1729 1.2167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2281 1.2110 0.0171 1.4% 0.0000 0.0% 80% False False 2
10 1.2281 1.1930 0.0351 2.9% 0.0008 0.1% 90% False False 3
20 1.2337 1.1930 0.0407 3.3% 0.0004 0.0% 78% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2247
2.618 1.2247
1.618 1.2247
1.000 1.2247
0.618 1.2247
HIGH 1.2247
0.618 1.2247
0.500 1.2247
0.382 1.2247
LOW 1.2247
0.618 1.2247
1.000 1.2247
1.618 1.2247
2.618 1.2247
4.250 1.2247
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 1.2247 1.2264
PP 1.2247 1.2258
S1 1.2247 1.2253

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

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