CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 1.1149 1.1088 -0.0061 -0.5% 1.1121
High 1.1166 1.1105 -0.0061 -0.5% 1.1221
Low 1.1012 1.1004 -0.0008 -0.1% 1.1012
Close 1.1084 1.1040 -0.0044 -0.4% 1.1084
Range 0.0154 0.0101 -0.0053 -34.4% 0.0209
ATR 0.0105 0.0105 0.0000 -0.3% 0.0000
Volume 187 93 -94 -50.3% 962
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1353 1.1297 1.1096
R3 1.1252 1.1196 1.1068
R2 1.1151 1.1151 1.1059
R1 1.1095 1.1095 1.1049 1.1073
PP 1.1050 1.1050 1.1050 1.1038
S1 1.0994 1.0994 1.1031 1.0972
S2 1.0949 1.0949 1.1021
S3 1.0848 1.0893 1.1012
S4 1.0747 1.0792 1.0984
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1733 1.1617 1.1199
R3 1.1524 1.1408 1.1141
R2 1.1315 1.1315 1.1122
R1 1.1199 1.1199 1.1103 1.1153
PP 1.1106 1.1106 1.1106 1.1082
S1 1.0990 1.0990 1.1065 1.0944
S2 1.0897 1.0897 1.1046
S3 1.0688 1.0781 1.1027
S4 1.0479 1.0572 1.0969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1221 1.1004 0.0217 2.0% 0.0119 1.1% 17% False True 167
10 1.1221 1.0896 0.0325 2.9% 0.0106 1.0% 44% False False 144
20 1.1221 1.0693 0.0528 4.8% 0.0106 1.0% 66% False False 159
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1534
2.618 1.1369
1.618 1.1268
1.000 1.1206
0.618 1.1167
HIGH 1.1105
0.618 1.1066
0.500 1.1055
0.382 1.1043
LOW 1.1004
0.618 1.0942
1.000 1.0903
1.618 1.0841
2.618 1.0740
4.250 1.0575
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 1.1055 1.1085
PP 1.1050 1.1070
S1 1.1045 1.1055

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

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