CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 1.1063 1.1200 0.0137 1.2% 1.1040
High 1.1194 1.1221 0.0027 0.2% 1.1141
Low 1.1063 1.1114 0.0051 0.5% 1.0896
Close 1.1156 1.1125 -0.0031 -0.3% 1.1138
Range 0.0131 0.0107 -0.0024 -18.3% 0.0245
ATR 0.0101 0.0102 0.0000 0.4% 0.0000
Volume 48 173 125 260.4% 390
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1474 1.1407 1.1184
R3 1.1367 1.1300 1.1154
R2 1.1260 1.1260 1.1145
R1 1.1193 1.1193 1.1135 1.1173
PP 1.1153 1.1153 1.1153 1.1144
S1 1.1086 1.1086 1.1115 1.1066
S2 1.1046 1.1046 1.1105
S3 1.0939 1.0979 1.1096
S4 1.0832 1.0872 1.1066
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1793 1.1711 1.1273
R3 1.1548 1.1466 1.1205
R2 1.1303 1.1303 1.1183
R1 1.1221 1.1221 1.1160 1.1262
PP 1.1058 1.1058 1.1058 1.1079
S1 1.0976 1.0976 1.1116 1.1017
S2 1.0813 1.0813 1.1093
S3 1.0568 1.0731 1.1071
S4 1.0323 1.0486 1.1003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1221 1.0896 0.0325 2.9% 0.0110 1.0% 70% True False 137
10 1.1221 1.0894 0.0327 2.9% 0.0094 0.8% 71% True False 118
20 1.1221 1.0693 0.0528 4.7% 0.0099 0.9% 82% True False 143
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 True
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1676
2.618 1.1501
1.618 1.1394
1.000 1.1328
0.618 1.1287
HIGH 1.1221
0.618 1.1180
0.500 1.1168
0.382 1.1155
LOW 1.1114
0.618 1.1048
1.000 1.1007
1.618 1.0941
2.618 1.0834
4.250 1.0659
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 1.1168 1.1142
PP 1.1153 1.1136
S1 1.1139 1.1131

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

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