CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 1.1170 1.1015 -0.0155 -1.4% 1.1125
High 1.1198 1.1030 -0.0168 -1.5% 1.1260
Low 1.1032 1.1003 -0.0029 -0.3% 1.1003
Close 1.1048 1.1017 -0.0031 -0.3% 1.1017
Range 0.0166 0.0027 -0.0139 -83.7% 0.0257
ATR 0.0103 0.0098 -0.0004 -4.0% 0.0000
Volume 59 120 61 103.4% 271
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1098 1.1084 1.1032
R3 1.1071 1.1057 1.1024
R2 1.1044 1.1044 1.1022
R1 1.1030 1.1030 1.1019 1.1037
PP 1.1017 1.1017 1.1017 1.1020
S1 1.1003 1.1003 1.1015 1.1010
S2 1.0990 1.0990 1.1012
S3 1.0963 1.0976 1.1010
S4 1.0936 1.0949 1.1002
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1864 1.1698 1.1158
R3 1.1607 1.1441 1.1088
R2 1.1350 1.1350 1.1064
R1 1.1184 1.1184 1.1041 1.1139
PP 1.1093 1.1093 1.1093 1.1071
S1 1.0927 1.0927 1.0993 1.0882
S2 1.0836 1.0836 1.0970
S3 1.0579 1.0670 1.0946
S4 1.0322 1.0413 1.0876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1260 1.1003 0.0257 2.3% 0.0087 0.8% 5% False True 54
10 1.1360 1.1003 0.0357 3.2% 0.0090 0.8% 4% False True 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0023
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1145
2.618 1.1101
1.618 1.1074
1.000 1.1057
0.618 1.1047
HIGH 1.1030
0.618 1.1020
0.500 1.1017
0.382 1.1013
LOW 1.1003
0.618 1.0986
1.000 1.0976
1.618 1.0959
2.618 1.0932
4.250 1.0888
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 1.1017 1.1132
PP 1.1017 1.1093
S1 1.1017 1.1055

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

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