CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 1.1672 1.1655 -0.0017 -0.1% 1.1672
High 1.1672 1.1655 -0.0017 -0.1% 1.1759
Low 1.1672 1.1635 -0.0037 -0.3% 1.1635
Close 1.1672 1.1626 -0.0046 -0.4% 1.1626
Range 0.0000 0.0020 0.0020 0.0124
ATR 0.0056 0.0054 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1699 1.1682 1.1637
R3 1.1679 1.1662 1.1632
R2 1.1659 1.1659 1.1630
R1 1.1642 1.1642 1.1628 1.1641
PP 1.1639 1.1639 1.1639 1.1638
S1 1.1622 1.1622 1.1624 1.1621
S2 1.1619 1.1619 1.1622
S3 1.1599 1.1602 1.1621
S4 1.1579 1.1582 1.1615
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2045 1.1960 1.1694
R3 1.1921 1.1836 1.1660
R2 1.1797 1.1797 1.1649
R1 1.1712 1.1712 1.1637 1.1693
PP 1.1673 1.1673 1.1673 1.1664
S1 1.1588 1.1588 1.1615 1.1569
S2 1.1549 1.1549 1.1603
S3 1.1425 1.1464 1.1592
S4 1.1301 1.1340 1.1558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1759 1.1635 0.0124 1.1% 0.0004 0.0% -7% False True 1
10 1.1759 1.1589 0.0170 1.5% 0.0011 0.1% 22% False False 6
20 1.1759 1.1416 0.0343 3.0% 0.0008 0.1% 61% False False 6
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 0.0004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1740
2.618 1.1707
1.618 1.1687
1.000 1.1675
0.618 1.1667
HIGH 1.1655
0.618 1.1647
0.500 1.1645
0.382 1.1643
LOW 1.1635
0.618 1.1623
1.000 1.1615
1.618 1.1603
2.618 1.1583
4.250 1.1550
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 1.1645 1.1697
PP 1.1639 1.1673
S1 1.1632 1.1650

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

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