CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 1.1130 1.1083 -0.0047 -0.4% 1.1114
High 1.1160 1.1184 0.0024 0.2% 1.1201
Low 1.1050 1.1083 0.0033 0.3% 1.1050
Close 1.1079 1.1158 0.0079 0.7% 1.1158
Range 0.0110 0.0101 -0.0009 -8.2% 0.0151
ATR 0.0092 0.0093 0.0001 1.0% 0.0000
Volume 2,118 185 -1,933 -91.3% 2,614
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1445 1.1402 1.1214
R3 1.1344 1.1301 1.1186
R2 1.1243 1.1243 1.1177
R1 1.1200 1.1200 1.1167 1.1222
PP 1.1142 1.1142 1.1142 1.1152
S1 1.1099 1.1099 1.1149 1.1121
S2 1.1041 1.1041 1.1139
S3 1.0940 1.0998 1.1130
S4 1.0839 1.0897 1.1102
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1589 1.1525 1.1241
R3 1.1438 1.1374 1.1200
R2 1.1287 1.1287 1.1186
R1 1.1223 1.1223 1.1172 1.1255
PP 1.1136 1.1136 1.1136 1.1153
S1 1.1072 1.1072 1.1144 1.1104
S2 1.0985 1.0985 1.1130
S3 1.0834 1.0921 1.1116
S4 1.0683 1.0770 1.1075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1201 1.1050 0.0151 1.4% 0.0070 0.6% 72% False False 522
10 1.1201 1.0954 0.0247 2.2% 0.0080 0.7% 83% False False 310
20 1.1201 1.0847 0.0354 3.2% 0.0073 0.7% 88% False False 178
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1613
2.618 1.1448
1.618 1.1347
1.000 1.1285
0.618 1.1246
HIGH 1.1184
0.618 1.1145
0.500 1.1134
0.382 1.1122
LOW 1.1083
0.618 1.1021
1.000 1.0982
1.618 1.0920
2.618 1.0819
4.250 1.0654
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 1.1150 1.1147
PP 1.1142 1.1136
S1 1.1134 1.1126

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

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