CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 1.1015 1.1020 0.0005 0.0% 1.1125
High 1.1030 1.1049 0.0019 0.2% 1.1260
Low 1.1003 1.1020 0.0017 0.2% 1.1003
Close 1.1017 1.1038 0.0021 0.2% 1.1017
Range 0.0027 0.0029 0.0002 7.4% 0.0257
ATR 0.0098 0.0094 -0.0005 -4.8% 0.0000
Volume 120 20 -100 -83.3% 271
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1123 1.1109 1.1054
R3 1.1094 1.1080 1.1046
R2 1.1065 1.1065 1.1043
R1 1.1051 1.1051 1.1041 1.1058
PP 1.1036 1.1036 1.1036 1.1039
S1 1.1022 1.1022 1.1035 1.1029
S2 1.1007 1.1007 1.1033
S3 1.0978 1.0993 1.1030
S4 1.0949 1.0964 1.1022
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% 0.0080 0.7% 14% False False 51
10 1.1360 1.1003 0.0357 3.2% 0.0089 0.8% 10% False False 43
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 1.1172
2.618 1.1125
1.618 1.1096
1.000 1.1078
0.618 1.1067
HIGH 1.1049
0.618 1.1038
0.500 1.1035
0.382 1.1031
LOW 1.1020
0.618 1.1002
1.000 1.0991
1.618 1.0973
2.618 1.0944
4.250 1.0897
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 1.1037 1.1101
PP 1.1036 1.1080
S1 1.1035 1.1059

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

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