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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 1.1328 1.1411 0.0083 0.7% 1.1208
High 1.1512 1.1465 -0.0047 -0.4% 1.1512
Low 1.1305 1.1350 0.0045 0.4% 1.1190
Close 1.1444 1.1410 -0.0034 -0.3% 1.1410
Range 0.0207 0.0115 -0.0092 -44.4% 0.0322
ATR 0.0114 0.0114 0.0000 0.1% 0.0000
Volume 132,460 207,851 75,391 56.9% 696,072
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1753 1.1697 1.1473
R3 1.1638 1.1582 1.1442
R2 1.1523 1.1523 1.1431
R1 1.1467 1.1467 1.1421 1.1438
PP 1.1408 1.1408 1.1408 1.1394
S1 1.1352 1.1352 1.1399 1.1323
S2 1.1293 1.1293 1.1389
S3 1.1178 1.1237 1.1378
S4 1.1063 1.1122 1.1347
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2337 1.2195 1.1587
R3 1.2015 1.1873 1.1499
R2 1.1693 1.1693 1.1469
R1 1.1551 1.1551 1.1440 1.1622
PP 1.1371 1.1371 1.1371 1.1406
S1 1.1229 1.1229 1.1380 1.1300
S2 1.1049 1.1049 1.1351
S3 1.0727 1.0907 1.1321
S4 1.0405 1.0585 1.1233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1512 1.1190 0.0322 2.8% 0.0114 1.0% 68% False False 139,214
10 1.1512 1.0944 0.0568 5.0% 0.0110 1.0% 82% False False 127,384
20 1.1512 1.0872 0.0640 5.6% 0.0100 0.9% 84% False False 104,542
40 1.1512 1.0695 0.0817 7.2% 0.0124 1.1% 88% False False 52,915
60 1.1512 1.0548 0.0964 8.4% 0.0125 1.1% 89% False False 35,482
80 1.1512 1.0548 0.0964 8.4% 0.0114 1.0% 89% False False 26,674
100 1.1512 1.0548 0.0964 8.4% 0.0093 0.8% 89% False False 21,340
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1954
2.618 1.1766
1.618 1.1651
1.000 1.1580
0.618 1.1536
HIGH 1.1465
0.618 1.1421
0.500 1.1408
0.382 1.1394
LOW 1.1350
0.618 1.1279
1.000 1.1235
1.618 1.1164
2.618 1.1049
4.250 1.0861
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 1.1409 1.1405
PP 1.1408 1.1400
S1 1.1408 1.1396

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

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