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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 1.1411 1.1410 -0.0001 0.0% 1.1208
High 1.1465 1.1459 -0.0006 -0.1% 1.1512
Low 1.1350 1.1376 0.0026 0.2% 1.1190
Close 1.1410 1.1448 0.0038 0.3% 1.1410
Range 0.0115 0.0083 -0.0032 -27.8% 0.0322
ATR 0.0114 0.0111 -0.0002 -1.9% 0.0000
Volume 207,851 141,663 -66,188 -31.8% 696,072
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1677 1.1645 1.1494
R3 1.1594 1.1562 1.1471
R2 1.1511 1.1511 1.1463
R1 1.1479 1.1479 1.1456 1.1495
PP 1.1428 1.1428 1.1428 1.1436
S1 1.1396 1.1396 1.1440 1.1412
S2 1.1345 1.1345 1.1433
S3 1.1262 1.1313 1.1425
S4 1.1179 1.1230 1.1402
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 1.1196 0.0316 2.8% 0.0120 1.1% 80% False False 144,774
10 1.1512 1.0990 0.0522 4.6% 0.0104 0.9% 88% False False 132,772
20 1.1512 1.0872 0.0640 5.6% 0.0098 0.9% 90% False False 111,020
40 1.1512 1.0695 0.0817 7.1% 0.0117 1.0% 92% False False 56,355
60 1.1512 1.0548 0.0964 8.4% 0.0125 1.1% 93% False False 37,836
80 1.1512 1.0548 0.0964 8.4% 0.0115 1.0% 93% False False 28,445
100 1.1512 1.0548 0.0964 8.4% 0.0094 0.8% 93% False False 22,757
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1812
2.618 1.1676
1.618 1.1593
1.000 1.1542
0.618 1.1510
HIGH 1.1459
0.618 1.1427
0.500 1.1418
0.382 1.1408
LOW 1.1376
0.618 1.1325
1.000 1.1293
1.618 1.1242
2.618 1.1159
4.250 1.1023
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 1.1438 1.1435
PP 1.1428 1.1422
S1 1.1418 1.1409

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

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