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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 1.1497 1.1432 -0.0065 -0.6% 1.1559
High 1.1536 1.1527 -0.0009 -0.1% 1.1588
Low 1.1433 1.1406 -0.0027 -0.2% 1.1424
Close 1.1447 1.1517 0.0070 0.6% 1.1447
Range 0.0103 0.0121 0.0018 17.5% 0.0164
ATR 0.0113 0.0113 0.0001 0.5% 0.0000
Volume 130,064 131,600 1,536 1.2% 618,495
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1846 1.1803 1.1584
R3 1.1725 1.1682 1.1550
R2 1.1604 1.1604 1.1539
R1 1.1561 1.1561 1.1528 1.1583
PP 1.1483 1.1483 1.1483 1.1494
S1 1.1440 1.1440 1.1506 1.1462
S2 1.1362 1.1362 1.1495
S3 1.1241 1.1319 1.1484
S4 1.1120 1.1198 1.1450
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1978 1.1877 1.1537
R3 1.1814 1.1713 1.1492
R2 1.1650 1.1650 1.1477
R1 1.1549 1.1549 1.1462 1.1518
PP 1.1486 1.1486 1.1486 1.1471
S1 1.1385 1.1385 1.1432 1.1354
S2 1.1322 1.1322 1.1417
S3 1.1158 1.1221 1.1402
S4 1.0994 1.1057 1.1357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1588 1.1406 0.0182 1.6% 0.0107 0.9% 61% False True 119,366
10 1.1600 1.1231 0.0369 3.2% 0.0120 1.0% 78% False False 124,070
20 1.1600 1.1190 0.0410 3.6% 0.0111 1.0% 80% False False 128,839
40 1.1600 1.0785 0.0815 7.1% 0.0107 0.9% 90% False False 99,465
60 1.1600 1.0548 0.1052 9.1% 0.0129 1.1% 92% False False 66,714
80 1.1600 1.0548 0.1052 9.1% 0.0120 1.0% 92% False False 50,136
100 1.1600 1.0548 0.1052 9.1% 0.0108 0.9% 92% False False 40,146
120 1.1600 1.0548 0.1052 9.1% 0.0091 0.8% 92% False False 33,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2041
2.618 1.1844
1.618 1.1723
1.000 1.1648
0.618 1.1602
HIGH 1.1527
0.618 1.1481
0.500 1.1467
0.382 1.1452
LOW 1.1406
0.618 1.1331
1.000 1.1285
1.618 1.1210
2.618 1.1089
4.250 1.0892
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 1.1500 1.1510
PP 1.1483 1.1504
S1 1.1467 1.1497

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

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