CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 1.1031 1.0999 -0.0032 -0.3% 1.0912
High 1.1049 1.1129 0.0080 0.7% 1.1129
Low 1.0928 1.0971 0.0043 0.4% 1.0847
Close 1.0936 1.1121 0.0185 1.7% 1.1121
Range 0.0121 0.0158 0.0037 30.6% 0.0282
ATR 0.0090 0.0097 0.0007 8.2% 0.0000
Volume 73 68 -5 -6.8% 270
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1548 1.1492 1.1208
R3 1.1390 1.1334 1.1164
R2 1.1232 1.1232 1.1150
R1 1.1176 1.1176 1.1135 1.1204
PP 1.1074 1.1074 1.1074 1.1088
S1 1.1018 1.1018 1.1107 1.1046
S2 1.0916 1.0916 1.1092
S3 1.0758 1.0860 1.1078
S4 1.0600 1.0702 1.1034
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1878 1.1782 1.1276
R3 1.1596 1.1500 1.1199
R2 1.1314 1.1314 1.1173
R1 1.1218 1.1218 1.1147 1.1266
PP 1.1032 1.1032 1.1032 1.1057
S1 1.0936 1.0936 1.1095 1.0984
S2 1.0750 1.0750 1.1069
S3 1.0468 1.0654 1.1043
S4 1.0186 1.0372 1.0966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1129 1.0847 0.0282 2.5% 0.0089 0.8% 97% True False 54
10 1.1129 1.0847 0.0282 2.5% 0.0066 0.6% 97% True False 46
20 1.1360 1.0847 0.0513 4.6% 0.0078 0.7% 53% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1801
2.618 1.1543
1.618 1.1385
1.000 1.1287
0.618 1.1227
HIGH 1.1129
0.618 1.1069
0.500 1.1050
0.382 1.1031
LOW 1.0971
0.618 1.0873
1.000 1.0813
1.618 1.0715
2.618 1.0557
4.250 1.0300
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 1.1097 1.1090
PP 1.1074 1.1059
S1 1.1050 1.1029

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

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