CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 1.1023 1.1040 0.0017 0.2% 1.1085
High 1.1023 1.1077 0.0054 0.5% 1.1138
Low 1.1017 1.1030 0.0013 0.1% 1.1017
Close 1.1062 1.1069 0.0007 0.1% 1.1062
Range 0.0006 0.0047 0.0041 683.3% 0.0121
ATR 0.0050 0.0050 0.0000 -0.4% 0.0000
Volume 4 7 3 75.0% 14
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1200 1.1181 1.1095
R3 1.1153 1.1134 1.1082
R2 1.1106 1.1106 1.1078
R1 1.1087 1.1087 1.1073 1.1097
PP 1.1059 1.1059 1.1059 1.1063
S1 1.1040 1.1040 1.1065 1.1050
S2 1.1012 1.1012 1.1060
S3 1.0965 1.0993 1.1056
S4 1.0918 1.0946 1.1043
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1435 1.1370 1.1129
R3 1.1314 1.1249 1.1095
R2 1.1193 1.1193 1.1084
R1 1.1128 1.1128 1.1073 1.1100
PP 1.1072 1.1072 1.1072 1.1059
S1 1.1007 1.1007 1.1051 1.0979
S2 1.0951 1.0951 1.1040
S3 1.0830 1.0886 1.1029
S4 1.0709 1.0765 1.0995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1138 1.1017 0.0121 1.1% 0.0011 0.1% 43% False False 4
10 1.1319 1.1017 0.0302 2.7% 0.0016 0.1% 17% False False 2
20 1.1319 1.0917 0.0402 3.6% 0.0011 0.1% 38% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1277
2.618 1.1200
1.618 1.1153
1.000 1.1124
0.618 1.1106
HIGH 1.1077
0.618 1.1059
0.500 1.1054
0.382 1.1048
LOW 1.1030
0.618 1.1001
1.000 1.0983
1.618 1.0954
2.618 1.0907
4.250 1.0830
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 1.1064 1.1062
PP 1.1059 1.1054
S1 1.1054 1.1047

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

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