CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 1.1071 1.1121 0.0050 0.5% 1.1040
High 1.1141 1.1124 -0.0017 -0.2% 1.1141
Low 1.1071 1.1085 0.0014 0.1% 1.0896
Close 1.1138 1.1088 -0.0050 -0.4% 1.1138
Range 0.0070 0.0039 -0.0031 -44.3% 0.0245
ATR 0.0102 0.0099 -0.0004 -3.4% 0.0000
Volume 140 217 77 55.0% 390
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1216 1.1191 1.1109
R3 1.1177 1.1152 1.1099
R2 1.1138 1.1138 1.1095
R1 1.1113 1.1113 1.1092 1.1106
PP 1.1099 1.1099 1.1099 1.1096
S1 1.1074 1.1074 1.1084 1.1067
S2 1.1060 1.1060 1.1081
S3 1.1021 1.1035 1.1077
S4 1.0982 1.0996 1.1067
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1793 1.1711 1.1273
R3 1.1548 1.1466 1.1205
R2 1.1303 1.1303 1.1183
R1 1.1221 1.1221 1.1160 1.1262
PP 1.1058 1.1058 1.1058 1.1079
S1 1.0976 1.0976 1.1116 1.1017
S2 1.0813 1.0813 1.1093
S3 1.0568 1.0731 1.1071
S4 1.0323 1.0486 1.1003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1141 1.0896 0.0245 2.2% 0.0093 0.8% 78% False False 121
10 1.1141 1.0801 0.0340 3.1% 0.0098 0.9% 84% False False 176
20 1.1141 1.0693 0.0448 4.0% 0.0090 0.8% 88% False False 132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1290
2.618 1.1226
1.618 1.1187
1.000 1.1163
0.618 1.1148
HIGH 1.1124
0.618 1.1109
0.500 1.1105
0.382 1.1100
LOW 1.1085
0.618 1.1061
1.000 1.1046
1.618 1.1022
2.618 1.0983
4.250 1.0919
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 1.1105 1.1065
PP 1.1099 1.1042
S1 1.1094 1.1019

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

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