CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 1.1085 1.1138 0.0053 0.5% 1.1243
High 1.1085 1.1138 0.0053 0.5% 1.1319
Low 1.1085 1.1138 0.0053 0.5% 1.1100
Close 1.1085 1.1131 0.0046 0.4% 1.1082
Range
ATR 0.0057 0.0056 0.0000 -0.4% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1136 1.1133 1.1131
R3 1.1136 1.1133 1.1131
R2 1.1136 1.1136 1.1131
R1 1.1133 1.1133 1.1131 1.1135
PP 1.1136 1.1136 1.1136 1.1136
S1 1.1133 1.1133 1.1131 1.1135
S2 1.1136 1.1136 1.1131
S3 1.1136 1.1133 1.1131
S4 1.1136 1.1133 1.1131
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1824 1.1672 1.1202
R3 1.1605 1.1453 1.1142
R2 1.1386 1.1386 1.1122
R1 1.1234 1.1234 1.1102 1.1201
PP 1.1167 1.1167 1.1167 1.1150
S1 1.1015 1.1015 1.1062 1.0982
S2 1.0948 1.0948 1.1042
S3 1.0729 1.0796 1.1022
S4 1.0510 1.0577 1.0962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1319 1.1085 0.0234 2.1% 0.0021 0.2% 20% False False 1
10 1.1319 1.1085 0.0234 2.1% 0.0016 0.1% 20% False False 1
20 1.1319 1.0917 0.0402 3.6% 0.0009 0.1% 53% False False 7
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 1.1138
2.618 1.1138
1.618 1.1138
1.000 1.1138
0.618 1.1138
HIGH 1.1138
0.618 1.1138
0.500 1.1138
0.382 1.1138
LOW 1.1138
0.618 1.1138
1.000 1.1138
1.618 1.1138
2.618 1.1138
4.250 1.1138
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 1.1138 1.1125
PP 1.1136 1.1118
S1 1.1133 1.1112

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

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