CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 1.0787 1.0710 -0.0077 -0.7% 1.1070
High 1.0788 1.0728 -0.0060 -0.6% 1.1120
Low 1.0693 1.0647 -0.0046 -0.4% 1.0780
Close 1.0712 1.0670 -0.0042 -0.4% 1.0821
Range 0.0095 0.0081 -0.0014 -14.7% 0.0340
ATR 0.0075 0.0075 0.0000 0.6% 0.0000
Volume 444 552 108 24.3% 766
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0925 1.0878 1.0715
R3 1.0844 1.0797 1.0692
R2 1.0763 1.0763 1.0685
R1 1.0716 1.0716 1.0677 1.0699
PP 1.0682 1.0682 1.0682 1.0673
S1 1.0635 1.0635 1.0663 1.0618
S2 1.0601 1.0601 1.0655
S3 1.0520 1.0554 1.0648
S4 1.0439 1.0473 1.0625
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1927 1.1714 1.1008
R3 1.1587 1.1374 1.0915
R2 1.1247 1.1247 1.0883
R1 1.1034 1.1034 1.0852 1.0971
PP 1.0907 1.0907 1.0907 1.0875
S1 1.0694 1.0694 1.0790 1.0631
S2 1.0567 1.0567 1.0759
S3 1.0227 1.0354 1.0728
S4 0.9887 1.0014 1.0634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0862 1.0647 0.0215 2.0% 0.0075 0.7% 11% False True 380
10 1.1120 1.0647 0.0473 4.4% 0.0088 0.8% 5% False True 271
20 1.1150 1.0647 0.0503 4.7% 0.0061 0.6% 5% False True 189
40 1.1319 1.0647 0.0672 6.3% 0.0035 0.3% 3% False True 98
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1072
2.618 1.0940
1.618 1.0859
1.000 1.0809
0.618 1.0778
HIGH 1.0728
0.618 1.0697
0.500 1.0688
0.382 1.0678
LOW 1.0647
0.618 1.0597
1.000 1.0566
1.618 1.0516
2.618 1.0435
4.250 1.0303
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 1.0688 1.0755
PP 1.0682 1.0726
S1 1.0676 1.0698

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

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