CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 1.1121 1.1165 0.0044 0.4% 1.1146
High 1.1162 1.1201 0.0039 0.3% 1.1180
Low 1.1111 1.1123 0.0012 0.1% 1.0954
Close 1.1150 1.1131 -0.0019 -0.2% 1.1125
Range 0.0051 0.0078 0.0027 52.9% 0.0226
ATR 0.0092 0.0091 -0.0001 -1.1% 0.0000
Volume 4 246 242 6,050.0% 487
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1386 1.1336 1.1174
R3 1.1308 1.1258 1.1152
R2 1.1230 1.1230 1.1145
R1 1.1180 1.1180 1.1138 1.1166
PP 1.1152 1.1152 1.1152 1.1145
S1 1.1102 1.1102 1.1124 1.1088
S2 1.1074 1.1074 1.1117
S3 1.0996 1.1024 1.1110
S4 1.0918 1.0946 1.1088
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 1.1201 1.1037 0.0164 1.5% 0.0062 0.6% 57% True False 147
10 1.1201 1.0928 0.0273 2.5% 0.0087 0.8% 74% True False 93
20 1.1201 1.0847 0.0354 3.2% 0.0072 0.6% 80% True False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1533
2.618 1.1405
1.618 1.1327
1.000 1.1279
0.618 1.1249
HIGH 1.1201
0.618 1.1171
0.500 1.1162
0.382 1.1153
LOW 1.1123
0.618 1.1075
1.000 1.1045
1.618 1.0997
2.618 1.0919
4.250 1.0792
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 1.1162 1.1152
PP 1.1152 1.1145
S1 1.1141 1.1138

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

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