CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 1.2307 1.2312 0.0005 0.0% 1.2103
High 1.2320 1.2345 0.0025 0.2% 1.2345
Low 1.2242 1.2310 0.0068 0.6% 1.2095
Close 1.2293 1.2342 0.0049 0.4% 1.2342
Range 0.0078 0.0035 -0.0043 -55.1% 0.0250
ATR
Volume 29 116 87 300.0% 217
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2437 1.2425 1.2361
R3 1.2402 1.2390 1.2352
R2 1.2367 1.2367 1.2348
R1 1.2355 1.2355 1.2345 1.2361
PP 1.2332 1.2332 1.2332 1.2336
S1 1.2320 1.2320 1.2339 1.2326
S2 1.2297 1.2297 1.2336
S3 1.2262 1.2285 1.2332
S4 1.2227 1.2250 1.2323
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3011 1.2926 1.2480
R3 1.2761 1.2676 1.2411
R2 1.2511 1.2511 1.2388
R1 1.2426 1.2426 1.2365 1.2469
PP 1.2261 1.2261 1.2261 1.2282
S1 1.2176 1.2176 1.2319 1.2219
S2 1.2011 1.2011 1.2296
S3 1.1761 1.1926 1.2273
S4 1.1511 1.1676 1.2205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2345 1.2095 0.0250 2.0% 0.0055 0.4% 99% True False 43
10 1.2345 1.1938 0.0407 3.3% 0.0038 0.3% 99% True False 31
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2494
2.618 1.2437
1.618 1.2402
1.000 1.2380
0.618 1.2367
HIGH 1.2345
0.618 1.2332
0.500 1.2328
0.382 1.2323
LOW 1.2310
0.618 1.2288
1.000 1.2275
1.618 1.2253
2.618 1.2218
4.250 1.2161
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 1.2337 1.2312
PP 1.2332 1.2282
S1 1.2328 1.2253

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

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