CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 1.1277 1.1260 -0.0017 -0.2% 1.1163
High 1.1277 1.1292 0.0015 0.1% 1.1288
Low 1.1227 1.1219 -0.0008 -0.1% 1.1161
Close 1.1247 1.1242 -0.0005 0.0% 1.1247
Range 0.0050 0.0073 0.0023 46.0% 0.0127
ATR 0.0088 0.0087 -0.0001 -1.2% 0.0000
Volume 287 96 -191 -66.6% 1,289
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1470 1.1429 1.1282
R3 1.1397 1.1356 1.1262
R2 1.1324 1.1324 1.1255
R1 1.1283 1.1283 1.1249 1.1267
PP 1.1251 1.1251 1.1251 1.1243
S1 1.1210 1.1210 1.1235 1.1194
S2 1.1178 1.1178 1.1229
S3 1.1105 1.1137 1.1222
S4 1.1032 1.1064 1.1202
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1613 1.1557 1.1317
R3 1.1486 1.1430 1.1282
R2 1.1359 1.1359 1.1270
R1 1.1303 1.1303 1.1259 1.1331
PP 1.1232 1.1232 1.1232 1.1246
S1 1.1176 1.1176 1.1235 1.1204
S2 1.1105 1.1105 1.1224
S3 1.0978 1.1049 1.1212
S4 1.0851 1.0922 1.1177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1292 1.1181 0.0111 1.0% 0.0069 0.6% 55% True False 252
10 1.1292 1.1050 0.0242 2.2% 0.0079 0.7% 79% True False 393
20 1.1292 1.0868 0.0424 3.8% 0.0081 0.7% 88% True False 237
40 1.1360 1.0847 0.0513 4.6% 0.0078 0.7% 77% False False 138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1602
2.618 1.1483
1.618 1.1410
1.000 1.1365
0.618 1.1337
HIGH 1.1292
0.618 1.1264
0.500 1.1256
0.382 1.1247
LOW 1.1219
0.618 1.1174
1.000 1.1146
1.618 1.1101
2.618 1.1028
4.250 1.0909
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 1.1256 1.1246
PP 1.1251 1.1245
S1 1.1247 1.1243

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

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