CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 1.2310 1.2393 0.0083 0.7% 1.2309
High 1.2453 1.2420 -0.0033 -0.3% 1.2388
Low 1.2310 1.2278 -0.0032 -0.3% 1.2237
Close 1.2384 1.2284 -0.0100 -0.8% 1.2307
Range 0.0143 0.0142 -0.0001 -0.7% 0.0151
ATR 0.0089 0.0093 0.0004 4.2% 0.0000
Volume 64 158 94 146.9% 673
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2753 1.2661 1.2362
R3 1.2611 1.2519 1.2323
R2 1.2469 1.2469 1.2310
R1 1.2377 1.2377 1.2297 1.2352
PP 1.2327 1.2327 1.2327 1.2315
S1 1.2235 1.2235 1.2271 1.2210
S2 1.2185 1.2185 1.2258
S3 1.2043 1.2093 1.2245
S4 1.1901 1.1951 1.2206
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2764 1.2686 1.2390
R3 1.2613 1.2535 1.2349
R2 1.2462 1.2462 1.2335
R1 1.2384 1.2384 1.2321 1.2348
PP 1.2311 1.2311 1.2311 1.2292
S1 1.2233 1.2233 1.2293 1.2197
S2 1.2160 1.2160 1.2279
S3 1.2009 1.2082 1.2265
S4 1.1858 1.1931 1.2224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2453 1.2237 0.0216 1.8% 0.0114 0.9% 22% False False 166
10 1.2453 1.2219 0.0234 1.9% 0.0091 0.7% 28% False False 112
20 1.2453 1.1931 0.0522 4.2% 0.0087 0.7% 68% False False 99
40 1.2453 1.1666 0.0787 6.4% 0.0076 0.6% 79% False False 94
60 1.2453 1.1610 0.0843 6.9% 0.0055 0.4% 80% False False 65
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3024
2.618 1.2792
1.618 1.2650
1.000 1.2562
0.618 1.2508
HIGH 1.2420
0.618 1.2366
0.500 1.2349
0.382 1.2332
LOW 1.2278
0.618 1.2190
1.000 1.2136
1.618 1.2048
2.618 1.1906
4.250 1.1675
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 1.2349 1.2366
PP 1.2327 1.2338
S1 1.2306 1.2311

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

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