CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 1.0743 1.0729 -0.0014 -0.1% 1.0604
High 1.0786 1.0776 -0.0010 -0.1% 1.0785
Low 1.0684 1.0711 0.0027 0.3% 1.0589
Close 1.0751 1.0754 0.0003 0.0% 1.0735
Range 0.0102 0.0065 -0.0037 -36.3% 0.0196
ATR 0.0081 0.0080 -0.0001 -1.4% 0.0000
Volume 591 714 123 20.8% 1,289
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0942 1.0913 1.0790
R3 1.0877 1.0848 1.0772
R2 1.0812 1.0812 1.0766
R1 1.0783 1.0783 1.0760 1.0798
PP 1.0747 1.0747 1.0747 1.0754
S1 1.0718 1.0718 1.0748 1.0733
S2 1.0682 1.0682 1.0742
S3 1.0617 1.0653 1.0736
S4 1.0552 1.0588 1.0718
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 1.0810 1.0679 0.0131 1.2% 0.0079 0.7% 57% False False 479
10 1.0810 1.0567 0.0243 2.3% 0.0083 0.8% 77% False False 363
20 1.1120 1.0567 0.0553 5.1% 0.0086 0.8% 34% False False 317
40 1.1319 1.0567 0.0752 7.0% 0.0055 0.5% 25% False False 186
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1052
2.618 1.0946
1.618 1.0881
1.000 1.0841
0.618 1.0816
HIGH 1.0776
0.618 1.0751
0.500 1.0744
0.382 1.0736
LOW 1.0711
0.618 1.0671
1.000 1.0646
1.618 1.0606
2.618 1.0541
4.250 1.0435
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 1.0751 1.0752
PP 1.0747 1.0749
S1 1.0744 1.0747

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

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