CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 1.1815 1.1857 0.0042 0.4% 1.1919
High 1.1871 1.1886 0.0015 0.1% 1.2083
Low 1.1798 1.1845 0.0047 0.4% 1.1666
Close 1.1853 1.1880 0.0027 0.2% 1.1686
Range 0.0073 0.0041 -0.0032 -43.8% 0.0417
ATR 0.0083 0.0080 -0.0003 -3.6% 0.0000
Volume 212 64 -148 -69.8% 1,065
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.1993 1.1978 1.1903
R3 1.1952 1.1937 1.1891
R2 1.1911 1.1911 1.1888
R1 1.1896 1.1896 1.1884 1.1904
PP 1.1870 1.1870 1.1870 1.1874
S1 1.1855 1.1855 1.1876 1.1863
S2 1.1829 1.1829 1.1872
S3 1.1788 1.1814 1.1869
S4 1.1747 1.1773 1.1857
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 1.1886 1.1671 0.0215 1.8% 0.0049 0.4% 97% True False 83
10 1.2083 1.1666 0.0417 3.5% 0.0097 0.8% 51% False False 145
20 1.2083 1.1666 0.0417 3.5% 0.0057 0.5% 51% False False 76
40 1.2083 1.1564 0.0519 4.4% 0.0034 0.3% 61% False False 41
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2060
2.618 1.1993
1.618 1.1952
1.000 1.1927
0.618 1.1911
HIGH 1.1886
0.618 1.1870
0.500 1.1866
0.382 1.1861
LOW 1.1845
0.618 1.1820
1.000 1.1804
1.618 1.1779
2.618 1.1738
4.250 1.1671
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 1.1875 1.1851
PP 1.1870 1.1823
S1 1.1866 1.1794

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

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