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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 1.0862 1.0816 -0.0046 -0.4% 1.1004
High 1.0881 1.0960 0.0079 0.7% 1.1061
Low 1.0794 1.0785 -0.0009 -0.1% 1.0785
Close 1.0805 1.0955 0.0150 1.4% 1.0955
Range 0.0087 0.0175 0.0088 101.1% 0.0276
ATR 0.0143 0.0146 0.0002 1.6% 0.0000
Volume 1,482 1,645 163 11.0% 5,590
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1425 1.1365 1.1051
R3 1.1250 1.1190 1.1003
R2 1.1075 1.1075 1.0987
R1 1.1015 1.1015 1.0971 1.1045
PP 1.0900 1.0900 1.0900 1.0915
S1 1.0840 1.0840 1.0939 1.0870
S2 1.0725 1.0725 1.0923
S3 1.0550 1.0665 1.0907
S4 1.0375 1.0490 1.0859
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1762 1.1634 1.1107
R3 1.1486 1.1358 1.1031
R2 1.1210 1.1210 1.1006
R1 1.1082 1.1082 1.0980 1.1008
PP 1.0934 1.0934 1.0934 1.0897
S1 1.0806 1.0806 1.0930 1.0732
S2 1.0658 1.0658 1.0904
S3 1.0382 1.0530 1.0879
S4 1.0106 1.0254 1.0803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1061 1.0785 0.0276 2.5% 0.0128 1.2% 62% False True 1,412
10 1.1231 1.0785 0.0446 4.1% 0.0126 1.2% 38% False True 1,314
20 1.1260 1.0695 0.0565 5.2% 0.0148 1.4% 46% False False 1,289
40 1.1381 1.0548 0.0833 7.6% 0.0137 1.3% 49% False False 952
60 1.1381 1.0548 0.0833 7.6% 0.0119 1.1% 49% False False 718
80 1.1381 1.0548 0.0833 7.6% 0.0091 0.8% 49% False False 540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1704
2.618 1.1418
1.618 1.1243
1.000 1.1135
0.618 1.1068
HIGH 1.0960
0.618 1.0893
0.500 1.0873
0.382 1.0852
LOW 1.0785
0.618 1.0677
1.000 1.0610
1.618 1.0502
2.618 1.0327
4.250 1.0041
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 1.0928 1.0935
PP 1.0900 1.0915
S1 1.0873 1.0896

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

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