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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 1.1065 1.1135 0.0070 0.6% 1.0915
High 1.1160 1.1223 0.0063 0.6% 1.1071
Low 1.1053 1.1128 0.0075 0.7% 1.0872
Close 1.1147 1.1183 0.0036 0.3% 1.1037
Range 0.0107 0.0095 -0.0012 -11.2% 0.0199
ATR 0.0115 0.0114 -0.0001 -1.3% 0.0000
Volume 111,354 115,414 4,060 3.6% 611,271
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1463 1.1418 1.1235
R3 1.1368 1.1323 1.1209
R2 1.1273 1.1273 1.1200
R1 1.1228 1.1228 1.1192 1.1251
PP 1.1178 1.1178 1.1178 1.1189
S1 1.1133 1.1133 1.1174 1.1156
S2 1.1083 1.1083 1.1166
S3 1.0988 1.1038 1.1157
S4 1.0893 1.0943 1.1131
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1590 1.1513 1.1146
R3 1.1391 1.1314 1.1092
R2 1.1192 1.1192 1.1073
R1 1.1115 1.1115 1.1055 1.1154
PP 1.0993 1.0993 1.0993 1.1013
S1 1.0916 1.0916 1.1019 1.0955
S2 1.0794 1.0794 1.1001
S3 1.0595 1.0717 1.0982
S4 1.0396 1.0518 1.0928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1223 1.0944 0.0279 2.5% 0.0101 0.9% 86% True False 119,614
10 1.1223 1.0872 0.0351 3.1% 0.0094 0.8% 89% True False 114,920
20 1.1223 1.0785 0.0438 3.9% 0.0107 1.0% 91% True False 63,447
40 1.1381 1.0548 0.0833 7.4% 0.0138 1.2% 76% False False 32,325
60 1.1381 1.0548 0.0833 7.4% 0.0122 1.1% 76% False False 21,679
80 1.1381 1.0548 0.0833 7.4% 0.0107 1.0% 76% False False 16,300
100 1.1381 1.0548 0.0833 7.4% 0.0087 0.8% 76% False False 13,041
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1627
2.618 1.1472
1.618 1.1377
1.000 1.1318
0.618 1.1282
HIGH 1.1223
0.618 1.1187
0.500 1.1176
0.382 1.1164
LOW 1.1128
0.618 1.1069
1.000 1.1033
1.618 1.0974
2.618 1.0879
4.250 1.0724
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 1.1181 1.1158
PP 1.1178 1.1132
S1 1.1176 1.1107

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

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