CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 1.1135 1.1111 -0.0024 -0.2% 1.1209
High 1.1135 1.1111 -0.0024 -0.2% 1.1209
Low 1.1135 1.1111 -0.0024 -0.2% 1.1135
Close 1.1135 1.1111 -0.0024 -0.2% 1.1135
Range
ATR
Volume 10 10 0 0.0% 50
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1111 1.1111 1.1111
R3 1.1111 1.1111 1.1111
R2 1.1111 1.1111 1.1111
R1 1.1111 1.1111 1.1111 1.1111
PP 1.1111 1.1111 1.1111 1.1111
S1 1.1111 1.1111 1.1111 1.1111
S2 1.1111 1.1111 1.1111
S3 1.1111 1.1111 1.1111
S4 1.1111 1.1111 1.1111
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1382 1.1332 1.1176
R3 1.1308 1.1258 1.1155
R2 1.1234 1.1234 1.1149
R1 1.1184 1.1184 1.1142 1.1172
PP 1.1160 1.1160 1.1160 1.1154
S1 1.1110 1.1110 1.1128 1.1098
S2 1.1086 1.1086 1.1121
S3 1.1012 1.1036 1.1115
S4 1.0938 1.0962 1.1094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1173 1.1111 0.0062 0.6% 0.0000 0.0% 0% False True 10
10 1.1262 1.1009 0.0253 2.3% 0.0002 0.0% 40% False False 8
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1111
2.618 1.1111
1.618 1.1111
1.000 1.1111
0.618 1.1111
HIGH 1.1111
0.618 1.1111
0.500 1.1111
0.382 1.1111
LOW 1.1111
0.618 1.1111
1.000 1.1111
1.618 1.1111
2.618 1.1111
4.250 1.1111
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 1.1111 1.1134
PP 1.1111 1.1126
S1 1.1111 1.1119

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

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