CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 1.1221 1.1064 -0.0157 -1.4% 1.1257
High 1.1225 1.1098 -0.0127 -1.1% 1.1350
Low 1.1046 1.1033 -0.0013 -0.1% 1.1046
Close 1.1074 1.1077 0.0003 0.0% 1.1074
Range 0.0179 0.0065 -0.0114 -63.7% 0.0304
ATR 0.0115 0.0111 -0.0004 -3.1% 0.0000
Volume 7,048 13,884 6,836 97.0% 16,321
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1264 1.1236 1.1113
R3 1.1199 1.1171 1.1095
R2 1.1134 1.1134 1.1089
R1 1.1106 1.1106 1.1083 1.1120
PP 1.1069 1.1069 1.1069 1.1077
S1 1.1041 1.1041 1.1071 1.1055
S2 1.1004 1.1004 1.1065
S3 1.0939 1.0976 1.1059
S4 1.0874 1.0911 1.1041
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 1.1033 0.0317 2.9% 0.0115 1.0% 14% False True 5,818
10 1.1350 1.0964 0.0386 3.5% 0.0116 1.0% 29% False False 3,562
20 1.1350 1.0860 0.0490 4.4% 0.0101 0.9% 44% False False 1,936
40 1.1350 1.0693 0.0657 5.9% 0.0109 1.0% 58% False False 1,048
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1374
2.618 1.1268
1.618 1.1203
1.000 1.1163
0.618 1.1138
HIGH 1.1098
0.618 1.1073
0.500 1.1066
0.382 1.1058
LOW 1.1033
0.618 1.0993
1.000 1.0968
1.618 1.0928
2.618 1.0863
4.250 1.0757
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 1.1073 1.1192
PP 1.1069 1.1153
S1 1.1066 1.1115

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

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