CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 1.1257 1.1222 -0.0035 -0.3% 1.0913
High 1.1264 1.1298 0.0034 0.3% 1.1273
Low 1.1186 1.1195 0.0009 0.1% 1.0900
Close 1.1235 1.1285 0.0050 0.4% 1.1259
Range 0.0078 0.0103 0.0025 32.1% 0.0373
ATR 0.0109 0.0108 0.0000 -0.4% 0.0000
Volume 1,113 1,410 297 26.7% 5,736
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1568 1.1530 1.1342
R3 1.1465 1.1427 1.1313
R2 1.1362 1.1362 1.1304
R1 1.1324 1.1324 1.1294 1.1343
PP 1.1259 1.1259 1.1259 1.1269
S1 1.1221 1.1221 1.1276 1.1240
S2 1.1156 1.1156 1.1266
S3 1.1053 1.1118 1.1257
S4 1.0950 1.1015 1.1228
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 1.1298 1.1075 0.0223 2.0% 0.0105 0.9% 94% True False 1,533
10 1.1298 1.0860 0.0438 3.9% 0.0113 1.0% 97% True False 932
20 1.1298 1.0860 0.0438 3.9% 0.0107 1.0% 97% True False 577
40 1.1298 1.0693 0.0605 5.4% 0.0107 0.9% 98% True False 368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1736
2.618 1.1568
1.618 1.1465
1.000 1.1401
0.618 1.1362
HIGH 1.1298
0.618 1.1259
0.500 1.1247
0.382 1.1234
LOW 1.1195
0.618 1.1131
1.000 1.1092
1.618 1.1028
2.618 1.0925
4.250 1.0757
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 1.1272 1.1270
PP 1.1259 1.1254
S1 1.1247 1.1239

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

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