CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1.2212 1.2256 0.0044 0.4% 1.2050
High 1.2256 1.2262 0.0006 0.0% 1.2260
Low 1.2198 1.2212 0.0014 0.1% 1.2000
Close 1.2250 1.2243 -0.0007 -0.1% 1.2250
Range 0.0058 0.0050 -0.0008 -13.8% 0.0260
ATR 0.0088 0.0085 -0.0003 -3.1% 0.0000
Volume 1,123 2,636 1,513 134.7% 3,582
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2389 1.2366 1.2271
R3 1.2339 1.2316 1.2257
R2 1.2289 1.2289 1.2252
R1 1.2266 1.2266 1.2248 1.2253
PP 1.2239 1.2239 1.2239 1.2232
S1 1.2216 1.2216 1.2238 1.2203
S2 1.2189 1.2189 1.2234
S3 1.2139 1.2166 1.2229
S4 1.2089 1.2116 1.2216
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2950 1.2860 1.2393
R3 1.2690 1.2600 1.2322
R2 1.2430 1.2430 1.2298
R1 1.2340 1.2340 1.2274 1.2385
PP 1.2170 1.2170 1.2170 1.2193
S1 1.2080 1.2080 1.2226 1.2125
S2 1.1910 1.1910 1.2202
S3 1.1650 1.1820 1.2179
S4 1.1390 1.1560 1.2107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2262 1.2000 0.0262 2.1% 0.0086 0.7% 93% True False 1,243
10 1.2262 1.1919 0.0343 2.8% 0.0078 0.6% 94% True False 796
20 1.2388 1.1919 0.0469 3.8% 0.0087 0.7% 69% False False 506
40 1.2388 1.1919 0.0469 3.8% 0.0085 0.7% 69% False False 302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2475
2.618 1.2393
1.618 1.2343
1.000 1.2312
0.618 1.2293
HIGH 1.2262
0.618 1.2243
0.500 1.2237
0.382 1.2231
LOW 1.2212
0.618 1.2181
1.000 1.2162
1.618 1.2131
2.618 1.2081
4.250 1.2000
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.2241 1.2228
PP 1.2239 1.2213
S1 1.2237 1.2199

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

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