CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 1.0871 1.0914 0.0043 0.4% 1.1108
High 1.0930 1.0988 0.0058 0.5% 1.1149
Low 1.0852 1.0881 0.0029 0.3% 1.0852
Close 1.0901 1.0967 0.0066 0.6% 1.0901
Range 0.0078 0.0107 0.0029 37.2% 0.0297
ATR 0.0122 0.0121 -0.0001 -0.9% 0.0000
Volume 139,643 107,280 -32,363 -23.2% 535,906
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1266 1.1224 1.1026
R3 1.1159 1.1117 1.0996
R2 1.1052 1.1052 1.0987
R1 1.1010 1.1010 1.0977 1.1031
PP 1.0945 1.0945 1.0945 1.0956
S1 1.0903 1.0903 1.0957 1.0924
S2 1.0838 1.0838 1.0947
S3 1.0731 1.0796 1.0938
S4 1.0624 1.0689 1.0908
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1858 1.1677 1.1064
R3 1.1561 1.1380 1.0983
R2 1.1264 1.1264 1.0955
R1 1.1083 1.1083 1.0928 1.1025
PP 1.0967 1.0967 1.0967 1.0939
S1 1.0786 1.0786 1.0874 1.0728
S2 1.0670 1.0670 1.0847
S3 1.0373 1.0489 1.0819
S4 1.0076 1.0192 1.0738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1149 1.0852 0.0297 2.7% 0.0118 1.1% 39% False False 128,637
10 1.1220 1.0852 0.0368 3.4% 0.0100 0.9% 31% False False 123,742
20 1.1290 1.0852 0.0438 4.0% 0.0120 1.1% 26% False False 130,767
40 1.1290 1.0679 0.0611 5.6% 0.0120 1.1% 47% False False 111,588
60 1.1789 1.0679 0.1110 10.1% 0.0134 1.2% 26% False False 85,844
80 1.1789 1.0679 0.1110 10.1% 0.0120 1.1% 26% False False 64,441
100 1.1789 1.0679 0.1110 10.1% 0.0112 1.0% 26% False False 51,561
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1443
2.618 1.1268
1.618 1.1161
1.000 1.1095
0.618 1.1054
HIGH 1.0988
0.618 1.0947
0.500 1.0935
0.382 1.0922
LOW 1.0881
0.618 1.0815
1.000 1.0774
1.618 1.0708
2.618 1.0601
4.250 1.0426
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 1.0956 1.0961
PP 1.0945 1.0954
S1 1.0935 1.0948

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

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