CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 1.1837 1.1912 0.0075 0.6% 1.1754
High 1.1837 1.1912 0.0075 0.6% 1.1947
Low 1.1837 1.1912 0.0075 0.6% 1.1754
Close 1.1837 1.1924 0.0087 0.7% 1.1742
Range
ATR 0.0067 0.0068 0.0001 0.8% 0.0000
Volume 2 2 0 0.0% 48
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1916 1.1920 1.1924
R3 1.1916 1.1920 1.1924
R2 1.1916 1.1916 1.1924
R1 1.1920 1.1920 1.1924 1.1918
PP 1.1916 1.1916 1.1916 1.1915
S1 1.1920 1.1920 1.1924 1.1918
S2 1.1916 1.1916 1.1924
S3 1.1916 1.1920 1.1924
S4 1.1916 1.1920 1.1924
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2393 1.2261 1.1848
R3 1.2200 1.2068 1.1795
R2 1.2007 1.2007 1.1777
R1 1.1875 1.1875 1.1760 1.1845
PP 1.1814 1.1814 1.1814 1.1799
S1 1.1682 1.1682 1.1724 1.1652
S2 1.1621 1.1621 1.1707
S3 1.1428 1.1489 1.1689
S4 1.1235 1.1296 1.1636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1912 1.1765 0.0147 1.2% 0.0017 0.1% 108% True False 10
10 1.1947 1.1688 0.0259 2.2% 0.0013 0.1% 91% False False 5
20 1.1947 1.1610 0.0337 2.8% 0.0012 0.1% 93% False False 6
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 1.1912
2.618 1.1912
1.618 1.1912
1.000 1.1912
0.618 1.1912
HIGH 1.1912
0.618 1.1912
0.500 1.1912
0.382 1.1912
LOW 1.1912
0.618 1.1912
1.000 1.1912
1.618 1.1912
2.618 1.1912
4.250 1.1912
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 1.1920 1.1896
PP 1.1916 1.1867
S1 1.1912 1.1839

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

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