CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 1.1111 1.1020 -0.0091 -0.8% 1.1209
High 1.1111 1.1027 -0.0084 -0.8% 1.1209
Low 1.1111 1.1020 -0.0091 -0.8% 1.1135
Close 1.1111 1.0990 -0.0121 -1.1% 1.1135
Range 0.0000 0.0007 0.0007 0.0074
ATR 0.0000 0.0050 0.0050 0.0000
Volume 10 10 0 0.0% 50
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1033 1.1019 1.0994
R3 1.1026 1.1012 1.0992
R2 1.1019 1.1019 1.0991
R1 1.1005 1.1005 1.0991 1.1009
PP 1.1012 1.1012 1.1012 1.1014
S1 1.0998 1.0998 1.0989 1.1002
S2 1.1005 1.1005 1.0989
S3 1.0998 1.0991 1.0988
S4 1.0991 1.0984 1.0986
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1382 1.1332 1.1176
R3 1.1308 1.1258 1.1155
R2 1.1234 1.1234 1.1149
R1 1.1184 1.1184 1.1142 1.1172
PP 1.1160 1.1160 1.1160 1.1154
S1 1.1110 1.1110 1.1128 1.1098
S2 1.1086 1.1086 1.1121
S3 1.1012 1.1036 1.1115
S4 1.0938 1.0962 1.1094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1156 1.1020 0.0136 1.2% 0.0001 0.0% -22% False True 10
10 1.1262 1.1009 0.0253 2.3% 0.0003 0.0% -8% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1057
2.618 1.1045
1.618 1.1038
1.000 1.1034
0.618 1.1031
HIGH 1.1027
0.618 1.1024
0.500 1.1024
0.382 1.1023
LOW 1.1020
0.618 1.1016
1.000 1.1013
1.618 1.1009
2.618 1.1002
4.250 1.0990
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 1.1024 1.1078
PP 1.1012 1.1048
S1 1.1001 1.1019

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

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