CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 1.1057 1.1114 0.0057 0.5% 1.1146
High 1.1161 1.1114 -0.0047 -0.4% 1.1180
Low 1.1057 1.1103 0.0046 0.4% 1.0954
Close 1.1125 1.1121 -0.0004 0.0% 1.1125
Range 0.0104 0.0011 -0.0093 -89.4% 0.0226
ATR 0.0101 0.0095 -0.0006 -5.6% 0.0000
Volume 22 61 39 177.3% 487
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1146 1.1144 1.1127
R3 1.1135 1.1133 1.1124
R2 1.1124 1.1124 1.1123
R1 1.1122 1.1122 1.1122 1.1123
PP 1.1113 1.1113 1.1113 1.1113
S1 1.1111 1.1111 1.1120 1.1112
S2 1.1102 1.1102 1.1119
S3 1.1091 1.1100 1.1118
S4 1.1080 1.1089 1.1115
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1764 1.1671 1.1249
R3 1.1538 1.1445 1.1187
R2 1.1312 1.1312 1.1166
R1 1.1219 1.1219 1.1146 1.1153
PP 1.1086 1.1086 1.1086 1.1053
S1 1.0993 1.0993 1.1104 1.0927
S2 1.0860 1.0860 1.1084
S3 1.0634 1.0767 1.1063
S4 1.0408 1.0541 1.1001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1161 1.0954 0.0207 1.9% 0.0066 0.6% 81% False False 106
10 1.1180 1.0868 0.0312 2.8% 0.0084 0.8% 81% False False 80
20 1.1260 1.0847 0.0413 3.7% 0.0075 0.7% 66% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.1161
2.618 1.1143
1.618 1.1132
1.000 1.1125
0.618 1.1121
HIGH 1.1114
0.618 1.1110
0.500 1.1109
0.382 1.1107
LOW 1.1103
0.618 1.1096
1.000 1.1092
1.618 1.1085
2.618 1.1074
4.250 1.1056
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 1.1117 1.1114
PP 1.1113 1.1106
S1 1.1109 1.1099

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

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