CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 1.1070 1.1083 0.0013 0.1% 1.1040
High 1.1120 1.1100 -0.0020 -0.2% 1.1150
Low 1.1034 1.1075 0.0041 0.4% 1.1030
Close 1.1110 1.1074 -0.0036 -0.3% 1.1066
Range 0.0086 0.0025 -0.0061 -70.9% 0.0120
ATR 0.0060 0.0058 -0.0002 -2.9% 0.0000
Volume 138 74 -64 -46.4% 1,409
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1158 1.1141 1.1088
R3 1.1133 1.1116 1.1081
R2 1.1108 1.1108 1.1079
R1 1.1091 1.1091 1.1076 1.1087
PP 1.1083 1.1083 1.1083 1.1081
S1 1.1066 1.1066 1.1072 1.1062
S2 1.1058 1.1058 1.1069
S3 1.1033 1.1041 1.1067
S4 1.1008 1.1016 1.1060
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1442 1.1374 1.1132
R3 1.1322 1.1254 1.1099
R2 1.1202 1.1202 1.1088
R1 1.1134 1.1134 1.1077 1.1168
PP 1.1082 1.1082 1.1082 1.1099
S1 1.1014 1.1014 1.1055 1.1048
S2 1.0962 1.0962 1.1044
S3 1.0842 1.0894 1.1033
S4 1.0722 1.0774 1.1000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1150 1.1031 0.0119 1.1% 0.0069 0.6% 36% False False 307
10 1.1150 1.1017 0.0133 1.2% 0.0048 0.4% 43% False False 163
20 1.1319 1.1017 0.0302 2.7% 0.0032 0.3% 19% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1206
2.618 1.1165
1.618 1.1140
1.000 1.1125
0.618 1.1115
HIGH 1.1100
0.618 1.1090
0.500 1.1088
0.382 1.1085
LOW 1.1075
0.618 1.1060
1.000 1.1050
1.618 1.1035
2.618 1.1010
4.250 1.0969
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 1.1088 1.1077
PP 1.1083 1.1076
S1 1.1079 1.1075

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

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