CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 1.1028 1.1197 0.0169 1.5% 1.0845
High 1.1205 1.1197 -0.0008 -0.1% 1.1205
Low 1.1028 1.1189 0.0161 1.5% 1.0845
Close 1.1144 1.1184 0.0040 0.4% 1.1184
Range 0.0177 0.0008 -0.0169 -95.5% 0.0360
ATR 0.0103 0.0099 -0.0004 -3.5% 0.0000
Volume 4 8 4 100.0% 25
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.1214 1.1207 1.1188
R3 1.1206 1.1199 1.1186
R2 1.1198 1.1198 1.1185
R1 1.1191 1.1191 1.1185 1.1191
PP 1.1190 1.1190 1.1190 1.1190
S1 1.1183 1.1183 1.1183 1.1183
S2 1.1182 1.1182 1.1183
S3 1.1174 1.1175 1.1182
S4 1.1166 1.1167 1.1180
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.2158 1.2031 1.1382
R3 1.1798 1.1671 1.1283
R2 1.1438 1.1438 1.1250
R1 1.1311 1.1311 1.1217 1.1375
PP 1.1078 1.1078 1.1078 1.1110
S1 1.0951 1.0951 1.1151 1.1015
S2 1.0718 1.0718 1.1118
S3 1.0358 1.0591 1.1085
S4 0.9998 1.0231 1.0986
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% 0.0053 0.5% 94% False False 5
10 1.1205 1.0761 0.0444 4.0% 0.0029 0.3% 95% False False 9
20 1.1234 1.0583 0.0651 5.8% 0.0052 0.5% 92% False False 12
40 1.1234 1.0583 0.0651 5.8% 0.0029 0.3% 92% False False 8
60 1.1338 1.0583 0.0755 6.8% 0.0019 0.2% 80% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1231
2.618 1.1218
1.618 1.1210
1.000 1.1205
0.618 1.1202
HIGH 1.1197
0.618 1.1194
0.500 1.1193
0.382 1.1192
LOW 1.1189
0.618 1.1184
1.000 1.1181
1.618 1.1176
2.618 1.1168
4.250 1.1155
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 1.1193 1.1145
PP 1.1190 1.1106
S1 1.1187 1.1068

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

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