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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 1.0876 1.0938 0.0062 0.6% 1.0911
High 1.1005 1.1260 0.0255 2.3% 1.0912
Low 1.0875 1.0913 0.0038 0.3% 1.0695
Close 1.0940 1.1122 0.0182 1.7% 1.0862
Range 0.0130 0.0347 0.0217 166.9% 0.0217
ATR 0.0149 0.0163 0.0014 9.5% 0.0000
Volume 825 813 -12 -1.5% 6,272
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 1.2139 1.1978 1.1313
R3 1.1792 1.1631 1.1217
R2 1.1445 1.1445 1.1186
R1 1.1284 1.1284 1.1154 1.1365
PP 1.1098 1.1098 1.1098 1.1139
S1 1.0937 1.0937 1.1090 1.1018
S2 1.0751 1.0751 1.1058
S3 1.0404 1.0590 1.1027
S4 1.0057 1.0243 1.0931
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 1.1260 1.0776 0.0484 4.4% 0.0157 1.4% 71% True False 672
10 1.1260 1.0695 0.0565 5.1% 0.0171 1.5% 76% True False 1,263
20 1.1381 1.0548 0.0833 7.5% 0.0166 1.5% 69% False False 1,015
40 1.1381 1.0548 0.0833 7.5% 0.0126 1.1% 69% False False 702
60 1.1381 1.0548 0.0833 7.5% 0.0100 0.9% 69% False False 499
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 0.0029
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2735
2.618 1.2168
1.618 1.1821
1.000 1.1607
0.618 1.1474
HIGH 1.1260
0.618 1.1127
0.500 1.1087
0.382 1.1046
LOW 1.0913
0.618 1.0699
1.000 1.0566
1.618 1.0352
2.618 1.0005
4.250 0.9438
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 1.1110 1.1087
PP 1.1098 1.1053
S1 1.1087 1.1018

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

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