CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 1.2393 1.2299 -0.0094 -0.8% 1.2309
High 1.2420 1.2306 -0.0114 -0.9% 1.2388
Low 1.2278 1.2217 -0.0061 -0.5% 1.2237
Close 1.2284 1.2257 -0.0027 -0.2% 1.2307
Range 0.0142 0.0089 -0.0053 -37.3% 0.0151
ATR 0.0093 0.0093 0.0000 -0.3% 0.0000
Volume 158 85 -73 -46.2% 673
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2527 1.2481 1.2306
R3 1.2438 1.2392 1.2281
R2 1.2349 1.2349 1.2273
R1 1.2303 1.2303 1.2265 1.2282
PP 1.2260 1.2260 1.2260 1.2249
S1 1.2214 1.2214 1.2249 1.2193
S2 1.2171 1.2171 1.2241
S3 1.2082 1.2125 1.2233
S4 1.1993 1.2036 1.2208
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 1.2217 0.0236 1.9% 0.0117 1.0% 17% False True 134
10 1.2453 1.2217 0.0236 1.9% 0.0097 0.8% 17% False True 119
20 1.2453 1.1931 0.0522 4.3% 0.0089 0.7% 62% False False 102
40 1.2453 1.1666 0.0787 6.4% 0.0078 0.6% 75% False False 96
60 1.2453 1.1610 0.0843 6.9% 0.0056 0.5% 77% False False 66
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2684
2.618 1.2539
1.618 1.2450
1.000 1.2395
0.618 1.2361
HIGH 1.2306
0.618 1.2272
0.500 1.2262
0.382 1.2251
LOW 1.2217
0.618 1.2162
1.000 1.2128
1.618 1.2073
2.618 1.1984
4.250 1.1839
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 1.2262 1.2335
PP 1.2260 1.2309
S1 1.2259 1.2283

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

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