CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 1.1229 1.1205 -0.0024 -0.2% 1.1114
High 1.1267 1.1233 -0.0034 -0.3% 1.1201
Low 1.1185 1.1181 -0.0004 0.0% 1.1050
Close 1.1207 1.1183 -0.0024 -0.2% 1.1158
Range 0.0082 0.0052 -0.0030 -36.6% 0.0151
ATR 0.0093 0.0090 -0.0003 -3.2% 0.0000
Volume 470 298 -172 -36.6% 2,614
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1355 1.1321 1.1212
R3 1.1303 1.1269 1.1197
R2 1.1251 1.1251 1.1193
R1 1.1217 1.1217 1.1188 1.1208
PP 1.1199 1.1199 1.1199 1.1195
S1 1.1165 1.1165 1.1178 1.1156
S2 1.1147 1.1147 1.1173
S3 1.1095 1.1113 1.1169
S4 1.1043 1.1061 1.1154
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1589 1.1525 1.1241
R3 1.1438 1.1374 1.1200
R2 1.1287 1.1287 1.1186
R1 1.1223 1.1223 1.1172 1.1255
PP 1.1136 1.1136 1.1136 1.1153
S1 1.1072 1.1072 1.1144 1.1104
S2 1.0985 1.0985 1.1130
S3 1.0834 1.0921 1.1116
S4 1.0683 1.0770 1.1075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1267 1.1050 0.0217 1.9% 0.0089 0.8% 61% False False 639
10 1.1267 1.1037 0.0230 2.1% 0.0076 0.7% 63% False False 393
20 1.1267 1.0847 0.0420 3.8% 0.0078 0.7% 80% False False 215
40 1.1360 1.0847 0.0513 4.6% 0.0081 0.7% 65% False False 127
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1454
2.618 1.1369
1.618 1.1317
1.000 1.1285
0.618 1.1265
HIGH 1.1233
0.618 1.1213
0.500 1.1207
0.382 1.1201
LOW 1.1181
0.618 1.1149
1.000 1.1129
1.618 1.1097
2.618 1.1045
4.250 1.0960
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 1.1207 1.1214
PP 1.1199 1.1204
S1 1.1191 1.1193

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

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