CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 1.0754 1.0714 -0.0040 -0.4% 1.0873
High 1.0794 1.0725 -0.0069 -0.6% 1.0927
Low 1.0696 1.0613 -0.0083 -0.8% 1.0613
Close 1.0725 1.0649 -0.0076 -0.7% 1.0649
Range 0.0098 0.0112 0.0014 14.3% 0.0314
ATR 0.0085 0.0087 0.0002 2.2% 0.0000
Volume 278 315 37 13.3% 2,220
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0998 1.0936 1.0711
R3 1.0886 1.0824 1.0680
R2 1.0774 1.0774 1.0670
R1 1.0712 1.0712 1.0659 1.0687
PP 1.0662 1.0662 1.0662 1.0650
S1 1.0600 1.0600 1.0639 1.0575
S2 1.0550 1.0550 1.0628
S3 1.0438 1.0488 1.0618
S4 1.0326 1.0376 1.0587
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1672 1.1474 1.0822
R3 1.1358 1.1160 1.0735
R2 1.1044 1.1044 1.0707
R1 1.0846 1.0846 1.0678 1.0788
PP 1.0730 1.0730 1.0730 1.0701
S1 1.0532 1.0532 1.0620 1.0474
S2 1.0416 1.0416 1.0591
S3 1.0102 1.0218 1.0563
S4 0.9788 0.9904 1.0476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0927 1.0613 0.0314 2.9% 0.0093 0.9% 11% False True 444
10 1.0927 1.0613 0.0314 2.9% 0.0093 0.9% 11% False True 452
20 1.0927 1.0567 0.0360 3.4% 0.0088 0.8% 23% False False 389
40 1.1319 1.0567 0.0752 7.1% 0.0069 0.6% 11% False False 249
60 1.1319 1.0567 0.0752 7.1% 0.0047 0.4% 11% False False 169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1201
2.618 1.1018
1.618 1.0906
1.000 1.0837
0.618 1.0794
HIGH 1.0725
0.618 1.0682
0.500 1.0669
0.382 1.0656
LOW 1.0613
0.618 1.0544
1.000 1.0501
1.618 1.0432
2.618 1.0320
4.250 1.0137
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 1.0669 1.0704
PP 1.0662 1.0685
S1 1.0656 1.0667

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

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