CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 1.0943 1.1028 0.0085 0.8% 1.0780
High 1.1009 1.1205 0.0196 1.8% 1.0882
Low 1.0930 1.1028 0.0098 0.9% 1.0761
Close 1.0960 1.1144 0.0184 1.7% 1.0882
Range 0.0079 0.0177 0.0098 124.1% 0.0121
ATR 0.0092 0.0103 0.0011 12.0% 0.0000
Volume 1 4 3 300.0% 74
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 1.1657 1.1577 1.1241
R3 1.1480 1.1400 1.1193
R2 1.1303 1.1303 1.1176
R1 1.1223 1.1223 1.1160 1.1263
PP 1.1126 1.1126 1.1126 1.1146
S1 1.1046 1.1046 1.1128 1.1086
S2 1.0949 1.0949 1.1112
S3 1.0772 1.0869 1.1095
S4 1.0595 1.0692 1.1047
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.1205 1.1164 1.0949
R3 1.1084 1.1043 1.0915
R2 1.0963 1.0963 1.0904
R1 1.0922 1.0922 1.0893 1.0943
PP 1.0842 1.0842 1.0842 1.0852
S1 1.0801 1.0801 1.0871 1.0822
S2 1.0721 1.0721 1.0860
S3 1.0600 1.0680 1.0849
S4 1.0479 1.0559 1.0815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1205 1.0845 0.0360 3.2% 0.0051 0.5% 83% True False 4
10 1.1205 1.0761 0.0444 4.0% 0.0051 0.5% 86% True False 10
20 1.1234 1.0583 0.0651 5.8% 0.0052 0.5% 86% False False 12
40 1.1234 1.0583 0.0651 5.8% 0.0029 0.3% 86% False False 8
60 1.1338 1.0583 0.0755 6.8% 0.0019 0.2% 74% False False 5
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1957
2.618 1.1668
1.618 1.1491
1.000 1.1382
0.618 1.1314
HIGH 1.1205
0.618 1.1137
0.500 1.1117
0.382 1.1096
LOW 1.1028
0.618 1.0919
1.000 1.0851
1.618 1.0742
2.618 1.0565
4.250 1.0276
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 1.1135 1.1105
PP 1.1126 1.1066
S1 1.1117 1.1028

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

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