CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 1.1005 1.1040 0.0035 0.3% 1.0816
High 1.1028 1.1065 0.0037 0.3% 1.1028
Low 1.0984 1.0978 -0.0006 -0.1% 1.0801
Close 1.1010 1.0987 -0.0023 -0.2% 1.1010
Range 0.0044 0.0087 0.0043 97.7% 0.0227
ATR 0.0100 0.0100 -0.0001 -1.0% 0.0000
Volume 91 55 -36 -39.6% 1,161
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1271 1.1216 1.1035
R3 1.1184 1.1129 1.1011
R2 1.1097 1.1097 1.1003
R1 1.1042 1.1042 1.0995 1.1026
PP 1.1010 1.1010 1.1010 1.1002
S1 1.0955 1.0955 1.0979 1.0939
S2 1.0923 1.0923 1.0971
S3 1.0836 1.0868 1.0963
S4 1.0749 1.0781 1.0939
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 1.1065 1.0839 0.0226 2.1% 0.0101 0.9% 65% True False 110
10 1.1065 1.0693 0.0372 3.4% 0.0109 1.0% 79% True False 175
20 1.1271 1.0693 0.0578 5.3% 0.0088 0.8% 51% False False 117
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1435
2.618 1.1293
1.618 1.1206
1.000 1.1152
0.618 1.1119
HIGH 1.1065
0.618 1.1032
0.500 1.1022
0.382 1.1011
LOW 1.0978
0.618 1.0924
1.000 1.0891
1.618 1.0837
2.618 1.0750
4.250 1.0608
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 1.1022 1.0985
PP 1.1010 1.0982
S1 1.0999 1.0980

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

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