CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 1.1898 1.1832 -0.0066 -0.6% 1.1698
High 1.1947 1.1832 -0.0115 -1.0% 1.1747
Low 1.1898 1.1832 -0.0066 -0.6% 1.1688
Close 1.1901 1.1832 -0.0069 -0.6% 1.1688
Range 0.0049 0.0000 -0.0049 -100.0% 0.0059
ATR 0.0061 0.0062 0.0001 0.9% 0.0000
Volume 1 28 27 2,700.0% 9
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1832 1.1832 1.1832
R3 1.1832 1.1832 1.1832
R2 1.1832 1.1832 1.1832
R1 1.1832 1.1832 1.1832 1.1832
PP 1.1832 1.1832 1.1832 1.1832
S1 1.1832 1.1832 1.1832 1.1832
S2 1.1832 1.1832 1.1832
S3 1.1832 1.1832 1.1832
S4 1.1832 1.1832 1.1832
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1885 1.1845 1.1720
R3 1.1826 1.1786 1.1704
R2 1.1767 1.1767 1.1699
R1 1.1727 1.1727 1.1693 1.1718
PP 1.1708 1.1708 1.1708 1.1703
S1 1.1668 1.1668 1.1683 1.1659
S2 1.1649 1.1649 1.1677
S3 1.1590 1.1609 1.1672
S4 1.1531 1.1550 1.1656
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1947 1.1688 0.0259 2.2% 0.0010 0.1% 56% False False 6
10 1.1947 1.1635 0.0312 2.6% 0.0007 0.1% 63% False False 4
20 1.1947 1.1564 0.0383 3.2% 0.0011 0.1% 70% 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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1832
2.618 1.1832
1.618 1.1832
1.000 1.1832
0.618 1.1832
HIGH 1.1832
0.618 1.1832
0.500 1.1832
0.382 1.1832
LOW 1.1832
0.618 1.1832
1.000 1.1832
1.618 1.1832
2.618 1.1832
4.250 1.1832
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 1.1832 1.1851
PP 1.1832 1.1844
S1 1.1832 1.1838

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

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