CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 1.1304 1.1221 -0.0083 -0.7% 1.1257
High 1.1350 1.1225 -0.0125 -1.1% 1.1350
Low 1.1208 1.1046 -0.0162 -1.4% 1.1046
Close 1.1229 1.1074 -0.0155 -1.4% 1.1074
Range 0.0142 0.0179 0.0037 26.1% 0.0304
ATR 0.0109 0.0115 0.0005 4.8% 0.0000
Volume 4,061 7,048 2,987 73.6% 16,321
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1652 1.1542 1.1172
R3 1.1473 1.1363 1.1123
R2 1.1294 1.1294 1.1107
R1 1.1184 1.1184 1.1090 1.1150
PP 1.1115 1.1115 1.1115 1.1098
S1 1.1005 1.1005 1.1058 1.0971
S2 1.0936 1.0936 1.1041
S3 1.0757 1.0826 1.1025
S4 1.0578 1.0647 1.0976
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.2069 1.1875 1.1241
R3 1.1765 1.1571 1.1158
R2 1.1461 1.1461 1.1130
R1 1.1267 1.1267 1.1102 1.1212
PP 1.1157 1.1157 1.1157 1.1129
S1 1.0963 1.0963 1.1046 1.0908
S2 1.0853 1.0853 1.1018
S3 1.0549 1.0659 1.0990
S4 1.0245 1.0355 1.0907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1350 1.1046 0.0304 2.7% 0.0118 1.1% 9% False True 3,264
10 1.1350 1.0900 0.0450 4.1% 0.0119 1.1% 39% False False 2,205
20 1.1350 1.0860 0.0490 4.4% 0.0103 0.9% 44% False False 1,254
40 1.1350 1.0693 0.0657 5.9% 0.0110 1.0% 58% False False 705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1986
2.618 1.1694
1.618 1.1515
1.000 1.1404
0.618 1.1336
HIGH 1.1225
0.618 1.1157
0.500 1.1136
0.382 1.1114
LOW 1.1046
0.618 1.0935
1.000 1.0867
1.618 1.0756
2.618 1.0577
4.250 1.0285
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 1.1136 1.1198
PP 1.1115 1.1157
S1 1.1095 1.1115

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

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