CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 1.1108 1.1185 0.0077 0.7% 1.1111
High 1.1108 1.1242 0.0134 1.2% 1.1111
Low 1.1108 1.1185 0.0077 0.7% 1.0917
Close 1.1108 1.1233 0.0125 1.1% 1.0917
Range 0.0000 0.0057 0.0057 0.0194
ATR 0.0052 0.0058 0.0006 11.4% 0.0000
Volume 1 1 0 0.0% 54
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1391 1.1369 1.1264
R3 1.1334 1.1312 1.1249
R2 1.1277 1.1277 1.1243
R1 1.1255 1.1255 1.1238 1.1266
PP 1.1220 1.1220 1.1220 1.1226
S1 1.1198 1.1198 1.1228 1.1209
S2 1.1163 1.1163 1.1223
S3 1.1106 1.1141 1.1217
S4 1.1049 1.1084 1.1202
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1564 1.1434 1.1024
R3 1.1370 1.1240 1.0970
R2 1.1176 1.1176 1.0953
R1 1.1046 1.1046 1.0935 1.1014
PP 1.0982 1.0982 1.0982 1.0966
S1 1.0852 1.0852 1.0899 1.0820
S2 1.0788 1.0788 1.0881
S3 1.0594 1.0658 1.0864
S4 1.0400 1.0464 1.0810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1242 1.0917 0.0325 2.9% 0.0011 0.1% 97% True False 10
10 1.1242 1.0917 0.0325 2.9% 0.0006 0.1% 97% True False 11
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 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1484
2.618 1.1391
1.618 1.1334
1.000 1.1299
0.618 1.1277
HIGH 1.1242
0.618 1.1220
0.500 1.1214
0.382 1.1207
LOW 1.1185
0.618 1.1150
1.000 1.1128
1.618 1.1093
2.618 1.1036
4.250 1.0943
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 1.1227 1.1214
PP 1.1220 1.1194
S1 1.1214 1.1175

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

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