CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 1.2089 1.2067 -0.0022 -0.2% 1.2176
High 1.2102 1.2260 0.0158 1.3% 1.2260
Low 1.2029 1.2011 -0.0018 -0.1% 1.2011
Close 1.2055 1.2222 0.0167 1.4% 1.2222
Range 0.0073 0.0249 0.0176 241.1% 0.0249
ATR 0.0085 0.0096 0.0012 13.9% 0.0000
Volume 93,830 200,660 106,830 113.9% 399,181
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2911 1.2816 1.2359
R3 1.2662 1.2567 1.2290
R2 1.2413 1.2413 1.2268
R1 1.2318 1.2318 1.2245 1.2366
PP 1.2164 1.2164 1.2164 1.2188
S1 1.2069 1.2069 1.2199 1.2117
S2 1.1915 1.1915 1.2176
S3 1.1666 1.1820 1.2154
S4 1.1417 1.1571 1.2085
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2911 1.2816 1.2359
R3 1.2662 1.2567 1.2290
R2 1.2413 1.2413 1.2268
R1 1.2318 1.2318 1.2245 1.2366
PP 1.2164 1.2164 1.2164 1.2188
S1 1.2069 1.2069 1.2199 1.2117
S2 1.1915 1.1915 1.2176
S3 1.1666 1.1820 1.2154
S4 1.1417 1.1571 1.2085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2260 1.2011 0.0249 2.0% 0.0107 0.9% 85% True True 79,836
10 1.2270 1.2011 0.0259 2.1% 0.0098 0.8% 81% False True 41,554
20 1.2270 1.1919 0.0351 2.9% 0.0089 0.7% 86% False False 21,059
40 1.2388 1.1919 0.0469 3.8% 0.0090 0.7% 65% False False 10,604
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 0.0021
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 1.3318
2.618 1.2912
1.618 1.2663
1.000 1.2509
0.618 1.2414
HIGH 1.2260
0.618 1.2165
0.500 1.2136
0.382 1.2106
LOW 1.2011
0.618 1.1857
1.000 1.1762
1.618 1.1608
2.618 1.1359
4.250 1.0953
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 1.2193 1.2193
PP 1.2164 1.2164
S1 1.2136 1.2136

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

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