CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 1.0750 1.0804 0.0054 0.5% 1.0911
High 1.0812 1.0910 0.0098 0.9% 1.0912
Low 1.0695 1.0801 0.0106 1.0% 1.0695
Close 1.0786 1.0862 0.0076 0.7% 1.0862
Range 0.0117 0.0109 -0.0008 -6.8% 0.0217
ATR 0.0160 0.0157 -0.0003 -1.6% 0.0000
Volume 252 1,054 802 318.3% 6,272
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.1185 1.1132 1.0922
R3 1.1076 1.1023 1.0892
R2 1.0967 1.0967 1.0882
R1 1.0914 1.0914 1.0872 1.0941
PP 1.0858 1.0858 1.0858 1.0871
S1 1.0805 1.0805 1.0852 1.0832
S2 1.0749 1.0749 1.0842
S3 1.0640 1.0696 1.0832
S4 1.0531 1.0587 1.0802
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.1474 1.1385 1.0981
R3 1.1257 1.1168 1.0922
R2 1.1040 1.1040 1.0902
R1 1.0951 1.0951 1.0882 1.0887
PP 1.0823 1.0823 1.0823 1.0791
S1 1.0734 1.0734 1.0842 1.0670
S2 1.0606 1.0606 1.0822
S3 1.0389 1.0517 1.0802
S4 1.0172 1.0300 1.0743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0912 1.0695 0.0217 2.0% 0.0130 1.2% 77% False False 1,254
10 1.1381 1.0548 0.0833 7.7% 0.0209 1.9% 38% False False 1,543
20 1.1381 1.0548 0.0833 7.7% 0.0150 1.4% 38% False False 995
40 1.1381 1.0548 0.0833 7.7% 0.0121 1.1% 38% False False 656
60 1.1381 1.0548 0.0833 7.7% 0.0089 0.8% 38% False False 461
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1373
2.618 1.1195
1.618 1.1086
1.000 1.1019
0.618 1.0977
HIGH 1.0910
0.618 1.0868
0.500 1.0856
0.382 1.0843
LOW 1.0801
0.618 1.0734
1.000 1.0692
1.618 1.0625
2.618 1.0516
4.250 1.0338
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 1.0860 1.0842
PP 1.0858 1.0822
S1 1.0856 1.0803

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

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