CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 1.1088 1.1221 0.0133 1.2% 1.0913
High 1.1267 1.1273 0.0006 0.1% 1.1273
Low 1.1088 1.1180 0.0092 0.8% 1.0900
Close 1.1225 1.1259 0.0034 0.3% 1.1259
Range 0.0179 0.0093 -0.0086 -48.0% 0.0373
ATR 0.0112 0.0111 -0.0001 -1.2% 0.0000
Volume 1,467 1,803 336 22.9% 5,736
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1516 1.1481 1.1310
R3 1.1423 1.1388 1.1285
R2 1.1330 1.1330 1.1276
R1 1.1295 1.1295 1.1268 1.1313
PP 1.1237 1.1237 1.1237 1.1246
S1 1.1202 1.1202 1.1250 1.1220
S2 1.1144 1.1144 1.1242
S3 1.1051 1.1109 1.1233
S4 1.0958 1.1016 1.1208
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.2263 1.2134 1.1464
R3 1.1890 1.1761 1.1362
R2 1.1517 1.1517 1.1327
R1 1.1388 1.1388 1.1293 1.1453
PP 1.1144 1.1144 1.1144 1.1176
S1 1.1015 1.1015 1.1225 1.1080
S2 1.0771 1.0771 1.1191
S3 1.0398 1.0642 1.1156
S4 1.0025 1.0269 1.1054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1273 1.0900 0.0373 3.3% 0.0119 1.1% 96% True False 1,147
10 1.1273 1.0860 0.0413 3.7% 0.0114 1.0% 97% True False 773
20 1.1288 1.0860 0.0428 3.8% 0.0111 1.0% 93% False False 465
40 1.1288 1.0693 0.0595 5.3% 0.0106 0.9% 95% False False 310
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1668
2.618 1.1516
1.618 1.1423
1.000 1.1366
0.618 1.1330
HIGH 1.1273
0.618 1.1237
0.500 1.1227
0.382 1.1216
LOW 1.1180
0.618 1.1123
1.000 1.1087
1.618 1.1030
2.618 1.0937
4.250 1.0785
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 1.1248 1.1231
PP 1.1237 1.1202
S1 1.1227 1.1174

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

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