CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 1.1125 1.1148 0.0023 0.2% 1.1155
High 1.1157 1.1168 0.0011 0.1% 1.1360
Low 1.1094 1.1115 0.0021 0.2% 1.1144
Close 1.1148 1.1149 0.0001 0.0% 1.1143
Range 0.0063 0.0053 -0.0010 -15.9% 0.0216
ATR 0.0099 0.0096 -0.0003 -3.3% 0.0000
Volume 36 21 -15 -41.7% 229
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1303 1.1279 1.1178
R3 1.1250 1.1226 1.1164
R2 1.1197 1.1197 1.1159
R1 1.1173 1.1173 1.1154 1.1185
PP 1.1144 1.1144 1.1144 1.1150
S1 1.1120 1.1120 1.1144 1.1132
S2 1.1091 1.1091 1.1139
S3 1.1038 1.1067 1.1134
S4 1.0985 1.1014 1.1120
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1864 1.1719 1.1262
R3 1.1648 1.1503 1.1202
R2 1.1432 1.1432 1.1183
R1 1.1287 1.1287 1.1163 1.1252
PP 1.1216 1.1216 1.1216 1.1198
S1 1.1071 1.1071 1.1123 1.1036
S2 1.1000 1.1000 1.1103
S3 1.0784 1.0855 1.1084
S4 1.0568 1.0639 1.1024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1360 1.1094 0.0266 2.4% 0.0090 0.8% 21% False False 38
10 1.1360 1.1094 0.0266 2.4% 0.0084 0.8% 21% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1393
2.618 1.1307
1.618 1.1254
1.000 1.1221
0.618 1.1201
HIGH 1.1168
0.618 1.1148
0.500 1.1142
0.382 1.1135
LOW 1.1115
0.618 1.1082
1.000 1.1062
1.618 1.1029
2.618 1.0976
4.250 1.0890
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 1.1147 1.1189
PP 1.1144 1.1176
S1 1.1142 1.1162

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

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