CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 1.1655 1.1698 0.0043 0.4% 1.1672
High 1.1655 1.1698 0.0043 0.4% 1.1759
Low 1.1635 1.1698 0.0063 0.5% 1.1635
Close 1.1626 1.1752 0.0126 1.1% 1.1626
Range 0.0020 0.0000 -0.0020 -100.0% 0.0124
ATR 0.0054 0.0056 0.0001 2.3% 0.0000
Volume 1 5 4 400.0% 5
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1716 1.1734 1.1752
R3 1.1716 1.1734 1.1752
R2 1.1716 1.1716 1.1752
R1 1.1734 1.1734 1.1752 1.1725
PP 1.1716 1.1716 1.1716 1.1712
S1 1.1734 1.1734 1.1752 1.1725
S2 1.1716 1.1716 1.1752
S3 1.1716 1.1734 1.1752
S4 1.1716 1.1734 1.1752
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% 94% False False 1
10 1.1759 1.1610 0.0149 1.3% 0.0011 0.1% 95% False False 7
20 1.1759 1.1416 0.0343 2.9% 0.0008 0.1% 98% False False 6
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1698
2.618 1.1698
1.618 1.1698
1.000 1.1698
0.618 1.1698
HIGH 1.1698
0.618 1.1698
0.500 1.1698
0.382 1.1698
LOW 1.1698
0.618 1.1698
1.000 1.1698
1.618 1.1698
2.618 1.1698
4.250 1.1698
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 1.1734 1.1724
PP 1.1716 1.1695
S1 1.1698 1.1667

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

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