CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 1.2363 1.2474 0.0111 0.9% 1.2310
High 1.2459 1.2474 0.0015 0.1% 1.2459
Low 1.2363 1.2287 -0.0076 -0.6% 1.2217
Close 1.2442 1.2430 -0.0012 -0.1% 1.2442
Range 0.0096 0.0187 0.0091 94.8% 0.0242
ATR 0.0096 0.0102 0.0007 6.8% 0.0000
Volume 106 382 276 260.4% 560
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2958 1.2881 1.2533
R3 1.2771 1.2694 1.2481
R2 1.2584 1.2584 1.2464
R1 1.2507 1.2507 1.2447 1.2452
PP 1.2397 1.2397 1.2397 1.2370
S1 1.2320 1.2320 1.2413 1.2265
S2 1.2210 1.2210 1.2396
S3 1.2023 1.2133 1.2379
S4 1.1836 1.1946 1.2327
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3099 1.3012 1.2575
R3 1.2857 1.2770 1.2509
R2 1.2615 1.2615 1.2486
R1 1.2528 1.2528 1.2464 1.2572
PP 1.2373 1.2373 1.2373 1.2394
S1 1.2286 1.2286 1.2420 1.2330
S2 1.2131 1.2131 1.2398
S3 1.1889 1.2044 1.2375
S4 1.1647 1.1802 1.2309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2474 1.2217 0.0257 2.1% 0.0126 1.0% 83% True False 175
10 1.2474 1.2217 0.0257 2.1% 0.0115 0.9% 83% True False 157
20 1.2474 1.1931 0.0543 4.4% 0.0099 0.8% 92% True False 123
40 1.2474 1.1666 0.0808 6.5% 0.0088 0.7% 95% True False 112
60 1.2474 1.1635 0.0839 6.7% 0.0061 0.5% 95% True False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.3269
2.618 1.2964
1.618 1.2777
1.000 1.2661
0.618 1.2590
HIGH 1.2474
0.618 1.2403
0.500 1.2381
0.382 1.2358
LOW 1.2287
0.618 1.2171
1.000 1.2100
1.618 1.1984
2.618 1.1797
4.250 1.1492
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 1.2414 1.2409
PP 1.2397 1.2389
S1 1.2381 1.2368

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

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