CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 1.1103 1.1057 -0.0046 -0.4% 1.1146
High 1.1103 1.1161 0.0058 0.5% 1.1180
Low 1.1037 1.1057 0.0020 0.2% 1.0954
Close 1.1025 1.1125 0.0100 0.9% 1.1125
Range 0.0066 0.0104 0.0038 57.6% 0.0226
ATR 0.0098 0.0101 0.0003 2.8% 0.0000
Volume 404 22 -382 -94.6% 487
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1426 1.1380 1.1182
R3 1.1322 1.1276 1.1154
R2 1.1218 1.1218 1.1144
R1 1.1172 1.1172 1.1135 1.1195
PP 1.1114 1.1114 1.1114 1.1126
S1 1.1068 1.1068 1.1115 1.1091
S2 1.1010 1.1010 1.1106
S3 1.0906 1.0964 1.1096
S4 1.0802 1.0860 1.1068
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1764 1.1671 1.1249
R3 1.1538 1.1445 1.1187
R2 1.1312 1.1312 1.1166
R1 1.1219 1.1219 1.1146 1.1153
PP 1.1086 1.1086 1.1086 1.1053
S1 1.0993 1.0993 1.1104 1.0927
S2 1.0860 1.0860 1.1084
S3 1.0634 1.0767 1.1063
S4 1.0408 1.0541 1.1001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1180 1.0954 0.0226 2.0% 0.0090 0.8% 76% False False 97
10 1.1180 1.0847 0.0333 3.0% 0.0089 0.8% 83% False False 75
20 1.1260 1.0847 0.0413 3.7% 0.0077 0.7% 67% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1603
2.618 1.1433
1.618 1.1329
1.000 1.1265
0.618 1.1225
HIGH 1.1161
0.618 1.1121
0.500 1.1109
0.382 1.1097
LOW 1.1057
0.618 1.0993
1.000 1.0953
1.618 1.0889
2.618 1.0785
4.250 1.0615
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 1.1120 1.1103
PP 1.1114 1.1080
S1 1.1109 1.1058

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

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