CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 1.1148 1.1200 0.0052 0.5% 1.1155
High 1.1168 1.1260 0.0092 0.8% 1.1360
Low 1.1115 1.1136 0.0021 0.2% 1.1144
Close 1.1149 1.1187 0.0038 0.3% 1.1143
Range 0.0053 0.0124 0.0071 134.0% 0.0216
ATR 0.0096 0.0098 0.0002 2.1% 0.0000
Volume 21 35 14 66.7% 229
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1566 1.1501 1.1255
R3 1.1442 1.1377 1.1221
R2 1.1318 1.1318 1.1210
R1 1.1253 1.1253 1.1198 1.1224
PP 1.1194 1.1194 1.1194 1.1180
S1 1.1129 1.1129 1.1176 1.1100
S2 1.1070 1.1070 1.1164
S3 1.0946 1.1005 1.1153
S4 1.0822 1.0881 1.1119
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 1.1350 1.1094 0.0256 2.3% 0.0087 0.8% 36% False False 35
10 1.1360 1.1094 0.0266 2.4% 0.0090 0.8% 35% False False 34
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 0.0027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1787
2.618 1.1585
1.618 1.1461
1.000 1.1384
0.618 1.1337
HIGH 1.1260
0.618 1.1213
0.500 1.1198
0.382 1.1183
LOW 1.1136
0.618 1.1059
1.000 1.1012
1.618 1.0935
2.618 1.0811
4.250 1.0609
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 1.1198 1.1184
PP 1.1194 1.1180
S1 1.1191 1.1177

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

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