CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 1.0902 1.1005 0.0103 0.9% 1.0816
High 1.1017 1.1028 0.0011 0.1% 1.1028
Low 1.0894 1.0984 0.0090 0.8% 1.0801
Close 1.1000 1.1010 0.0010 0.1% 1.1010
Range 0.0123 0.0044 -0.0079 -64.2% 0.0227
ATR 0.0105 0.0100 -0.0004 -4.1% 0.0000
Volume 75 91 16 21.3% 1,161
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1139 1.1119 1.1034
R3 1.1095 1.1075 1.1022
R2 1.1051 1.1051 1.1018
R1 1.1031 1.1031 1.1014 1.1041
PP 1.1007 1.1007 1.1007 1.1013
S1 1.0987 1.0987 1.1006 1.0997
S2 1.0963 1.0963 1.1002
S3 1.0919 1.0943 1.0998
S4 1.0875 1.0899 1.0986
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1627 1.1546 1.1135
R3 1.1400 1.1319 1.1072
R2 1.1173 1.1173 1.1052
R1 1.1092 1.1092 1.1031 1.1133
PP 1.0946 1.0946 1.0946 1.0967
S1 1.0865 1.0865 1.0989 1.0906
S2 1.0719 1.0719 1.0968
S3 1.0492 1.0638 1.0948
S4 1.0265 1.0411 1.0885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1028 1.0801 0.0227 2.1% 0.0103 0.9% 92% True False 232
10 1.1028 1.0693 0.0335 3.0% 0.0105 1.0% 95% True False 174
20 1.1271 1.0693 0.0578 5.2% 0.0087 0.8% 55% False False 117
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0009
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1215
2.618 1.1143
1.618 1.1099
1.000 1.1072
0.618 1.1055
HIGH 1.1028
0.618 1.1011
0.500 1.1006
0.382 1.1001
LOW 1.0984
0.618 1.0957
1.000 1.0940
1.618 1.0913
2.618 1.0869
4.250 1.0797
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 1.1009 1.0994
PP 1.1007 1.0977
S1 1.1006 1.0961

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

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