CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 1.1243 1.1292 0.0049 0.4% 1.0982
High 1.1243 1.1292 0.0049 0.4% 1.1242
Low 1.1243 1.1292 0.0049 0.4% 1.0982
Close 1.1243 1.1292 0.0049 0.4% 1.1267
Range
ATR 0.0053 0.0053 0.0000 -0.5% 0.0000
Volume 1 1 0 0.0% 38
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1292 1.1292 1.1292
R3 1.1292 1.1292 1.1292
R2 1.1292 1.1292 1.1292
R1 1.1292 1.1292 1.1292 1.1292
PP 1.1292 1.1292 1.1292 1.1292
S1 1.1292 1.1292 1.1292 1.1292
S2 1.1292 1.1292 1.1292
S3 1.1292 1.1292 1.1292
S4 1.1292 1.1292 1.1292
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1944 1.1865 1.1410
R3 1.1684 1.1605 1.1339
R2 1.1424 1.1424 1.1315
R1 1.1345 1.1345 1.1291 1.1385
PP 1.1164 1.1164 1.1164 1.1183
S1 1.1085 1.1085 1.1243 1.1125
S2 1.0904 1.0904 1.1219
S3 1.0644 1.0825 1.1196
S4 1.0384 1.0565 1.1124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1292 1.1108 0.0184 1.6% 0.0011 0.1% 100% True False 1
10 1.1292 1.0917 0.0375 3.3% 0.0006 0.1% 100% True False 8
20 1.1292 1.0917 0.0375 3.3% 0.0004 0.0% 100% True 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 1.1292
2.618 1.1292
1.618 1.1292
1.000 1.1292
0.618 1.1292
HIGH 1.1292
0.618 1.1292
0.500 1.1292
0.382 1.1292
LOW 1.1292
0.618 1.1292
1.000 1.1292
1.618 1.1292
2.618 1.1292
4.250 1.1292
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 1.1292 1.1279
PP 1.1292 1.1265
S1 1.1292 1.1252

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

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