CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 1.1963 1.1998 0.0035 0.3% 1.1873
High 1.2038 1.2048 0.0010 0.1% 1.2048
Low 1.1963 1.1998 0.0035 0.3% 1.1873
Close 1.2017 1.2023 0.0006 0.0% 1.2023
Range 0.0075 0.0050 -0.0025 -33.3% 0.0175
ATR 0.0079 0.0077 -0.0002 -2.6% 0.0000
Volume 42 75 33 78.6% 323
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2173 1.2148 1.2051
R3 1.2123 1.2098 1.2037
R2 1.2073 1.2073 1.2032
R1 1.2048 1.2048 1.2028 1.2061
PP 1.2023 1.2023 1.2023 1.2029
S1 1.1998 1.1998 1.2018 1.2011
S2 1.1973 1.1973 1.2014
S3 1.1923 1.1948 1.2009
S4 1.1873 1.1898 1.1996
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2506 1.2440 1.2119
R3 1.2331 1.2265 1.2071
R2 1.2156 1.2156 1.2055
R1 1.2090 1.2090 1.2039 1.2123
PP 1.1981 1.1981 1.1981 1.1998
S1 1.1915 1.1915 1.2007 1.1948
S2 1.1806 1.1806 1.1991
S3 1.1631 1.1740 1.1975
S4 1.1456 1.1565 1.1927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2048 1.1873 0.0175 1.5% 0.0049 0.4% 86% True False 64
10 1.2048 1.1687 0.0361 3.0% 0.0063 0.5% 93% True False 81
20 1.2083 1.1666 0.0417 3.5% 0.0073 0.6% 86% False False 97
40 1.2083 1.1635 0.0448 3.7% 0.0041 0.3% 87% False False 50
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2261
2.618 1.2179
1.618 1.2129
1.000 1.2098
0.618 1.2079
HIGH 1.2048
0.618 1.2029
0.500 1.2023
0.382 1.2017
LOW 1.1998
0.618 1.1967
1.000 1.1948
1.618 1.1917
2.618 1.1867
4.250 1.1786
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 1.2023 1.2015
PP 1.2023 1.2008
S1 1.2023 1.2000

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

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