CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 1.2271 1.2260 -0.0011 -0.1% 1.2180
High 1.2289 1.2341 0.0052 0.4% 1.2341
Low 1.2188 1.2127 -0.0061 -0.5% 1.2127
Close 1.2251 1.2162 -0.0089 -0.7% 1.2162
Range 0.0101 0.0214 0.0113 111.9% 0.0214
ATR 0.0108 0.0116 0.0008 7.0% 0.0000
Volume 117,684 165,721 48,037 40.8% 612,515
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2852 1.2721 1.2280
R3 1.2638 1.2507 1.2221
R2 1.2424 1.2424 1.2201
R1 1.2293 1.2293 1.2182 1.2252
PP 1.2210 1.2210 1.2210 1.2189
S1 1.2079 1.2079 1.2142 1.2038
S2 1.1996 1.1996 1.2123
S3 1.1782 1.1865 1.2103
S4 1.1568 1.1651 1.2044
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2852 1.2721 1.2280
R3 1.2638 1.2507 1.2221
R2 1.2424 1.2424 1.2201
R1 1.2293 1.2293 1.2182 1.2252
PP 1.2210 1.2210 1.2210 1.2189
S1 1.2079 1.2079 1.2142 1.2038
S2 1.1996 1.1996 1.2123
S3 1.1782 1.1865 1.2103
S4 1.1568 1.1651 1.2044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2341 1.2127 0.0214 1.8% 0.0116 1.0% 16% True True 122,503
10 1.2341 1.2019 0.0322 2.6% 0.0119 1.0% 44% True False 125,591
20 1.2341 1.1952 0.0389 3.2% 0.0113 0.9% 54% True False 117,881
40 1.2365 1.1842 0.0523 4.3% 0.0109 0.9% 61% False False 105,434
60 1.2365 1.1842 0.0523 4.3% 0.0109 0.9% 61% False False 71,996
80 1.2474 1.1842 0.0632 5.2% 0.0108 0.9% 51% False False 54,034
100 1.2474 1.1666 0.0808 6.6% 0.0104 0.9% 61% False False 43,253
120 1.2474 1.1666 0.0808 6.6% 0.0091 0.7% 61% False False 36,045
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 0.0028
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3251
2.618 1.2901
1.618 1.2687
1.000 1.2555
0.618 1.2473
HIGH 1.2341
0.618 1.2259
0.500 1.2234
0.382 1.2209
LOW 1.2127
0.618 1.1995
1.000 1.1913
1.618 1.1781
2.618 1.1567
4.250 1.1218
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 1.2234 1.2234
PP 1.2210 1.2210
S1 1.2186 1.2186

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

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