CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 1.1729 1.1740 0.0011 0.1% 1.1592
High 1.1810 1.1779 -0.0031 -0.3% 1.1775
Low 1.1720 1.1646 -0.0074 -0.6% 1.1549
Close 1.1746 1.1658 -0.0088 -0.7% 1.1718
Range 0.0090 0.0133 0.0043 47.8% 0.0226
ATR 0.0102 0.0104 0.0002 2.1% 0.0000
Volume 219 530 311 142.0% 1,113
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2093 1.2009 1.1731
R3 1.1960 1.1876 1.1695
R2 1.1827 1.1827 1.1682
R1 1.1743 1.1743 1.1670 1.1719
PP 1.1694 1.1694 1.1694 1.1682
S1 1.1610 1.1610 1.1646 1.1586
S2 1.1561 1.1561 1.1634
S3 1.1428 1.1477 1.1621
S4 1.1295 1.1344 1.1585
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2359 1.2264 1.1842
R3 1.2133 1.2038 1.1780
R2 1.1907 1.1907 1.1759
R1 1.1812 1.1812 1.1739 1.1860
PP 1.1681 1.1681 1.1681 1.1704
S1 1.1586 1.1586 1.1697 1.1634
S2 1.1455 1.1455 1.1677
S3 1.1229 1.1360 1.1656
S4 1.1003 1.1134 1.1594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1810 1.1610 0.0200 1.7% 0.0117 1.0% 24% False False 319
10 1.1810 1.1536 0.0274 2.4% 0.0108 0.9% 45% False False 271
20 1.1810 1.1373 0.0437 3.7% 0.0106 0.9% 65% False False 230
40 1.1810 1.0968 0.0842 7.2% 0.0094 0.8% 82% False False 145
60 1.1810 1.0827 0.0983 8.4% 0.0070 0.6% 85% False False 100
80 1.1810 1.0583 0.1227 10.5% 0.0062 0.5% 88% False False 78
100 1.1810 1.0583 0.1227 10.5% 0.0051 0.4% 88% False False 63
120 1.1810 1.0583 0.1227 10.5% 0.0042 0.4% 88% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2344
2.618 1.2127
1.618 1.1994
1.000 1.1912
0.618 1.1861
HIGH 1.1779
0.618 1.1728
0.500 1.1713
0.382 1.1697
LOW 1.1646
0.618 1.1564
1.000 1.1513
1.618 1.1431
2.618 1.1298
4.250 1.1081
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 1.1713 1.1710
PP 1.1694 1.1693
S1 1.1676 1.1675

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

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