CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 1.1741 1.1689 -0.0052 -0.4% 1.1919
High 1.1741 1.1700 -0.0041 -0.3% 1.2083
Low 1.1666 1.1671 0.0005 0.0% 1.1666
Close 1.1683 1.1686 0.0003 0.0% 1.1686
Range 0.0075 0.0029 -0.0046 -61.3% 0.0417
ATR 0.0091 0.0086 -0.0004 -4.9% 0.0000
Volume 913 36 -877 -96.1% 1,065
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.1773 1.1758 1.1702
R3 1.1744 1.1729 1.1694
R2 1.1715 1.1715 1.1691
R1 1.1700 1.1700 1.1689 1.1693
PP 1.1686 1.1686 1.1686 1.1682
S1 1.1671 1.1671 1.1683 1.1664
S2 1.1657 1.1657 1.1681
S3 1.1628 1.1642 1.1678
S4 1.1599 1.1613 1.1670
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3063 1.2791 1.1915
R3 1.2646 1.2374 1.1801
R2 1.2229 1.2229 1.1762
R1 1.1957 1.1957 1.1724 1.1885
PP 1.1812 1.1812 1.1812 1.1775
S1 1.1540 1.1540 1.1648 1.1468
S2 1.1395 1.1395 1.1610
S3 1.0978 1.1123 1.1571
S4 1.0561 1.0706 1.1457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2083 1.1666 0.0417 3.6% 0.0138 1.2% 5% False False 213
10 1.2083 1.1666 0.0417 3.6% 0.0084 0.7% 5% False False 112
20 1.2083 1.1666 0.0417 3.6% 0.0049 0.4% 5% False False 59
40 1.2083 1.1416 0.0667 5.7% 0.0029 0.2% 40% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1823
2.618 1.1776
1.618 1.1747
1.000 1.1729
0.618 1.1718
HIGH 1.1700
0.618 1.1689
0.500 1.1686
0.382 1.1682
LOW 1.1671
0.618 1.1653
1.000 1.1642
1.618 1.1624
2.618 1.1595
4.250 1.1548
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 1.1686 1.1875
PP 1.1686 1.1812
S1 1.1686 1.1749

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

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