CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 1.2146 1.2176 0.0030 0.2% 1.2256
High 1.2173 1.2211 0.0038 0.3% 1.2270
Low 1.2045 1.2146 0.0101 0.8% 1.2045
Close 1.2153 1.2159 0.0006 0.0% 1.2153
Range 0.0128 0.0065 -0.0063 -49.2% 0.0225
ATR 0.0089 0.0088 -0.0002 -1.9% 0.0000
Volume 3,287 13,854 10,567 321.5% 16,366
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2367 1.2328 1.2195
R3 1.2302 1.2263 1.2177
R2 1.2237 1.2237 1.2171
R1 1.2198 1.2198 1.2165 1.2185
PP 1.2172 1.2172 1.2172 1.2166
S1 1.2133 1.2133 1.2153 1.2120
S2 1.2107 1.2107 1.2147
S3 1.2042 1.2068 1.2141
S4 1.1977 1.2003 1.2123
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2831 1.2717 1.2277
R3 1.2606 1.2492 1.2215
R2 1.2381 1.2381 1.2194
R1 1.2267 1.2267 1.2174 1.2212
PP 1.2156 1.2156 1.2156 1.2128
S1 1.2042 1.2042 1.2132 1.1987
S2 1.1931 1.1931 1.2112
S3 1.1706 1.1817 1.2091
S4 1.1481 1.1592 1.2029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2270 1.2045 0.0225 1.9% 0.0093 0.8% 51% False False 5,516
10 1.2270 1.2000 0.0270 2.2% 0.0090 0.7% 59% False False 3,380
20 1.2270 1.1919 0.0351 2.9% 0.0082 0.7% 68% False False 1,850
40 1.2388 1.1919 0.0469 3.9% 0.0085 0.7% 51% False False 982
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2487
2.618 1.2381
1.618 1.2316
1.000 1.2276
0.618 1.2251
HIGH 1.2211
0.618 1.2186
0.500 1.2179
0.382 1.2171
LOW 1.2146
0.618 1.2106
1.000 1.2081
1.618 1.2041
2.618 1.1976
4.250 1.1870
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 1.2179 1.2154
PP 1.2172 1.2149
S1 1.2166 1.2145

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

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