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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 1.1100 1.1140 0.0040 0.4% 1.0851
High 1.1152 1.1140 -0.0012 -0.1% 1.1260
Low 1.1055 1.0995 -0.0060 -0.5% 1.0776
Close 1.1129 1.1028 -0.0101 -0.9% 1.1160
Range 0.0097 0.0145 0.0048 49.5% 0.0484
ATR 0.0153 0.0153 -0.0001 -0.4% 0.0000
Volume 2,098 996 -1,102 -52.5% 3,462
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 1.1489 1.1404 1.1108
R3 1.1344 1.1259 1.1068
R2 1.1199 1.1199 1.1055
R1 1.1114 1.1114 1.1041 1.1084
PP 1.1054 1.1054 1.1054 1.1040
S1 1.0969 1.0969 1.1015 1.0939
S2 1.0909 1.0909 1.1001
S3 1.0764 1.0824 1.0988
S4 1.0619 1.0679 1.0948
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.2517 1.2323 1.1426
R3 1.2033 1.1839 1.1293
R2 1.1549 1.1549 1.1249
R1 1.1355 1.1355 1.1204 1.1452
PP 1.1065 1.1065 1.1065 1.1114
S1 1.0871 1.0871 1.1116 1.0968
S2 1.0581 1.0581 1.1071
S3 1.0097 1.0387 1.1027
S4 0.9613 0.9903 1.0894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1231 1.0995 0.0236 2.1% 0.0125 1.1% 14% False True 1,217
10 1.1260 1.0776 0.0484 4.4% 0.0141 1.3% 52% False False 944
20 1.1381 1.0548 0.0833 7.6% 0.0174 1.6% 58% False False 1,212
40 1.1381 1.0548 0.0833 7.6% 0.0132 1.2% 58% False False 806
60 1.1381 1.0548 0.0833 7.6% 0.0108 1.0% 58% False False 601
80 1.1381 1.0548 0.0833 7.6% 0.0084 0.8% 58% False False 452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1756
2.618 1.1520
1.618 1.1375
1.000 1.1285
0.618 1.1230
HIGH 1.1140
0.618 1.1085
0.500 1.1068
0.382 1.1050
LOW 1.0995
0.618 1.0905
1.000 1.0850
1.618 1.0760
2.618 1.0615
4.250 1.0379
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 1.1068 1.1113
PP 1.1054 1.1084
S1 1.1041 1.1056

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

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