CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 1.2334 1.2313 -0.0021 -0.2% 1.2259
High 1.2334 1.2388 0.0054 0.4% 1.2381
Low 1.2244 1.2313 0.0069 0.6% 1.2179
Close 1.2296 1.2340 0.0044 0.4% 1.2299
Range 0.0090 0.0075 -0.0015 -16.7% 0.0202
ATR 0.0081 0.0082 0.0001 1.0% 0.0000
Volume 26 241 215 826.9% 499
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2572 1.2531 1.2381
R3 1.2497 1.2456 1.2361
R2 1.2422 1.2422 1.2354
R1 1.2381 1.2381 1.2347 1.2402
PP 1.2347 1.2347 1.2347 1.2357
S1 1.2306 1.2306 1.2333 1.2327
S2 1.2272 1.2272 1.2326
S3 1.2197 1.2231 1.2319
S4 1.2122 1.2156 1.2299
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2892 1.2798 1.2410
R3 1.2690 1.2596 1.2355
R2 1.2488 1.2488 1.2336
R1 1.2394 1.2394 1.2318 1.2441
PP 1.2286 1.2286 1.2286 1.2310
S1 1.2192 1.2192 1.2280 1.2239
S2 1.2084 1.2084 1.2262
S3 1.1882 1.1990 1.2243
S4 1.1680 1.1788 1.2188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2388 1.2244 0.0144 1.2% 0.0076 0.6% 67% True False 103
10 1.2388 1.2073 0.0315 2.6% 0.0079 0.6% 85% True False 107
20 1.2388 1.1742 0.0646 5.2% 0.0076 0.6% 93% True False 87
40 1.2388 1.1666 0.0722 5.9% 0.0066 0.5% 93% True False 81
60 1.2388 1.1470 0.0918 7.4% 0.0047 0.4% 95% True False 55
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2707
2.618 1.2584
1.618 1.2509
1.000 1.2463
0.618 1.2434
HIGH 1.2388
0.618 1.2359
0.500 1.2351
0.382 1.2342
LOW 1.2313
0.618 1.2267
1.000 1.2238
1.618 1.2192
2.618 1.2117
4.250 1.1994
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 1.2351 1.2332
PP 1.2347 1.2324
S1 1.2344 1.2316

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

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