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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 1.1432 1.1505 0.0073 0.6% 1.1559
High 1.1527 1.1522 -0.0005 0.0% 1.1588
Low 1.1406 1.1370 -0.0036 -0.3% 1.1424
Close 1.1517 1.1387 -0.0130 -1.1% 1.1447
Range 0.0121 0.0152 0.0031 25.6% 0.0164
ATR 0.0113 0.0116 0.0003 2.4% 0.0000
Volume 131,600 102,289 -29,311 -22.3% 618,495
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1882 1.1787 1.1471
R3 1.1730 1.1635 1.1429
R2 1.1578 1.1578 1.1415
R1 1.1483 1.1483 1.1401 1.1455
PP 1.1426 1.1426 1.1426 1.1412
S1 1.1331 1.1331 1.1373 1.1303
S2 1.1274 1.1274 1.1359
S3 1.1122 1.1179 1.1345
S4 1.0970 1.1027 1.1303
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 1.1370 0.0218 1.9% 0.0114 1.0% 8% False True 120,619
10 1.1600 1.1231 0.0369 3.2% 0.0124 1.1% 42% False False 125,223
20 1.1600 1.1196 0.0404 3.5% 0.0116 1.0% 47% False False 128,260
40 1.1600 1.0785 0.0815 7.2% 0.0109 1.0% 74% False False 101,985
60 1.1600 1.0548 0.1052 9.2% 0.0131 1.1% 80% False False 68,412
80 1.1600 1.0548 0.1052 9.2% 0.0120 1.1% 80% False False 51,410
100 1.1600 1.0548 0.1052 9.2% 0.0109 1.0% 80% False False 41,169
120 1.1600 1.0548 0.1052 9.2% 0.0093 0.8% 80% False False 34,309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2168
2.618 1.1920
1.618 1.1768
1.000 1.1674
0.618 1.1616
HIGH 1.1522
0.618 1.1464
0.500 1.1446
0.382 1.1428
LOW 1.1370
0.618 1.1276
1.000 1.1218
1.618 1.1124
2.618 1.0972
4.250 1.0724
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 1.1446 1.1453
PP 1.1426 1.1431
S1 1.1407 1.1409

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

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