CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 1.1759 1.1672 -0.0087 -0.7% 1.1589
High 1.1759 1.1672 -0.0087 -0.7% 1.1703
Low 1.1759 1.1672 -0.0087 -0.7% 1.1589
Close 1.1759 1.1672 -0.0087 -0.7% 1.1732
Range
ATR 0.0053 0.0056 0.0002 4.5% 0.0000
Volume 1 1 0 0.0% 64
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1672 1.1672 1.1672
R3 1.1672 1.1672 1.1672
R2 1.1672 1.1672 1.1672
R1 1.1672 1.1672 1.1672 1.1672
PP 1.1672 1.1672 1.1672 1.1672
S1 1.1672 1.1672 1.1672 1.1672
S2 1.1672 1.1672 1.1672
S3 1.1672 1.1672 1.1672
S4 1.1672 1.1672 1.1672
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2017 1.1988 1.1795
R3 1.1903 1.1874 1.1763
R2 1.1789 1.1789 1.1753
R1 1.1760 1.1760 1.1742 1.1775
PP 1.1675 1.1675 1.1675 1.1682
S1 1.1646 1.1646 1.1722 1.1661
S2 1.1561 1.1561 1.1711
S3 1.1447 1.1532 1.1701
S4 1.1333 1.1418 1.1669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1759 1.1672 0.0087 0.7% 0.0000 0.0% 0% False True 6
10 1.1759 1.1571 0.0188 1.6% 0.0015 0.1% 54% False False 6
20 1.1759 1.1416 0.0343 2.9% 0.0007 0.1% 75% False False 7
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 0.0004
Fibonacci Retracements and Extensions
4.250 1.1672
2.618 1.1672
1.618 1.1672
1.000 1.1672
0.618 1.1672
HIGH 1.1672
0.618 1.1672
0.500 1.1672
0.382 1.1672
LOW 1.1672
0.618 1.1672
1.000 1.1672
1.618 1.1672
2.618 1.1672
4.250 1.1672
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 1.1672 1.1716
PP 1.1672 1.1701
S1 1.1672 1.1687

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

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