CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 1.1931 1.2063 0.0132 1.1% 1.1873
High 1.2065 1.2126 0.0061 0.5% 1.2048
Low 1.1931 1.2055 0.0124 1.0% 1.1873
Close 1.2044 1.2080 0.0036 0.3% 1.2023
Range 0.0134 0.0071 -0.0063 -47.0% 0.0175
ATR 0.0081 0.0081 0.0000 0.1% 0.0000
Volume 39 55 16 41.0% 323
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2300 1.2261 1.2119
R3 1.2229 1.2190 1.2100
R2 1.2158 1.2158 1.2093
R1 1.2119 1.2119 1.2087 1.2139
PP 1.2087 1.2087 1.2087 1.2097
S1 1.2048 1.2048 1.2073 1.2068
S2 1.2016 1.2016 1.2067
S3 1.1945 1.1977 1.2060
S4 1.1874 1.1906 1.2041
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 1.2126 1.1931 0.0195 1.6% 0.0081 0.7% 76% True False 59
10 1.2126 1.1742 0.0384 3.2% 0.0073 0.6% 88% True False 67
20 1.2126 1.1666 0.0460 3.8% 0.0083 0.7% 90% True False 105
40 1.2126 1.1635 0.0491 4.1% 0.0047 0.4% 91% True False 54
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2428
2.618 1.2312
1.618 1.2241
1.000 1.2197
0.618 1.2170
HIGH 1.2126
0.618 1.2099
0.500 1.2091
0.382 1.2082
LOW 1.2055
0.618 1.2011
1.000 1.1984
1.618 1.1940
2.618 1.1869
4.250 1.1753
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 1.2091 1.2063
PP 1.2087 1.2046
S1 1.2084 1.2029

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

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