CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 1.1201 1.1277 0.0076 0.7% 1.1163
High 1.1288 1.1277 -0.0011 -0.1% 1.1288
Low 1.1200 1.1227 0.0027 0.2% 1.1161
Close 1.1242 1.1247 0.0005 0.0% 1.1247
Range 0.0088 0.0050 -0.0038 -43.2% 0.0127
ATR 0.0091 0.0088 -0.0003 -3.2% 0.0000
Volume 110 287 177 160.9% 1,289
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1400 1.1374 1.1275
R3 1.1350 1.1324 1.1261
R2 1.1300 1.1300 1.1256
R1 1.1274 1.1274 1.1252 1.1262
PP 1.1250 1.1250 1.1250 1.1245
S1 1.1224 1.1224 1.1242 1.1212
S2 1.1200 1.1200 1.1238
S3 1.1150 1.1174 1.1233
S4 1.1100 1.1124 1.1220
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1613 1.1557 1.1317
R3 1.1486 1.1430 1.1282
R2 1.1359 1.1359 1.1270
R1 1.1303 1.1303 1.1259 1.1331
PP 1.1232 1.1232 1.1232 1.1246
S1 1.1176 1.1176 1.1235 1.1204
S2 1.1105 1.1105 1.1224
S3 1.0978 1.1049 1.1212
S4 1.0851 1.0922 1.1177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1288 1.1161 0.0127 1.1% 0.0075 0.7% 68% False False 257
10 1.1288 1.1050 0.0238 2.1% 0.0073 0.6% 83% False False 390
20 1.1288 1.0847 0.0441 3.9% 0.0081 0.7% 91% False False 233
40 1.1360 1.0847 0.0513 4.6% 0.0079 0.7% 78% False False 136
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 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1490
2.618 1.1408
1.618 1.1358
1.000 1.1327
0.618 1.1308
HIGH 1.1277
0.618 1.1258
0.500 1.1252
0.382 1.1246
LOW 1.1227
0.618 1.1196
1.000 1.1177
1.618 1.1146
2.618 1.1096
4.250 1.1015
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 1.1252 1.1243
PP 1.1250 1.1239
S1 1.1249 1.1235

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

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