CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 09-Apr-2010

Day Change Summary
	Previous	Current
	08-Apr-2010	09-Apr-2010	Change	Change %	Previous Week
Open	1.0730	1.0717	-0.0013	-0.1%	1.0604
High	1.0785	1.0750	-0.0035	-0.3%	1.0785
Low	1.0714	1.0679	-0.0035	-0.3%	1.0589
Close	1.0718	1.0735	0.0017	0.2%	1.0735
Range	0.0071	0.0071	0.0000	0.0%	0.0196
ATR	0.0080	0.0079	-0.0001	-0.8%	0.0000
Volume	234	433	199	85.0%	1,289

Daily Pivots for day following 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0934	1.0906	1.0774
R3	1.0863	1.0835	1.0755
R2	1.0792	1.0792	1.0748
R1	1.0764	1.0764	1.0742	1.0778
PP	1.0721	1.0721	1.0721	1.0729
S1	1.0693	1.0693	1.0728	1.0707
S2	1.0650	1.0650	1.0722
S3	1.0579	1.0622	1.0715
S4	1.0508	1.0551	1.0696

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1291	1.1209	1.0843
R3	1.1095	1.1013	1.0789
R2	1.0899	1.0899	1.0771
R1	1.0817	1.0817	1.0753	1.0858
PP	1.0703	1.0703	1.0703	1.0724
S1	1.0621	1.0621	1.0717	1.0662
S2	1.0507	1.0507	1.0699
S3	1.0311	1.0425	1.0681
S4	1.0115	1.0229	1.0627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0785	1.0589	0.0196	1.8%	0.0077	0.7%	74%	False	False	257
10	1.0862	1.0567	0.0295	2.7%	0.0082	0.8%	57%	False	False	325
20	1.1150	1.0567	0.0583	5.4%	0.0086	0.8%	29%	False	False	271
40	1.1319	1.0567	0.0752	7.0%	0.0047	0.4%	22%	False	False	138

Crabel Price Patterns
NR	False
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	0.0018

Fibonacci Retracements and Extensions
4.250	1.1052
2.618	1.0936
1.618	1.0865
1.000	1.0821
0.618	1.0794
HIGH	1.0750
0.618	1.0723
0.500	1.0715
0.382	1.0706
LOW	1.0679
0.618	1.0635
1.000	1.0608
1.618	1.0564
2.618	1.0493
4.250	1.0377

Fisher Pivots for day following 09-Apr-2010
Pivot	1 day	3 day
R1	1.0728	1.0725
PP	1.0721	1.0714
S1	1.0715	1.0704

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols