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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 1.1646 1.1602 -0.0044 -0.4% 1.1712
High 1.1690 1.1739 0.0049 0.4% 1.1805
Low 1.1579 1.1597 0.0018 0.2% 1.1579
Close 1.1600 1.1725 0.0125 1.1% 1.1600
Range 0.0111 0.0142 0.0031 27.9% 0.0226
ATR 0.0119 0.0120 0.0002 1.4% 0.0000
Volume 92,558 89,140 -3,418 -3.7% 525,299
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2113 1.2061 1.1803
R3 1.1971 1.1919 1.1764
R2 1.1829 1.1829 1.1751
R1 1.1777 1.1777 1.1738 1.1803
PP 1.1687 1.1687 1.1687 1.1700
S1 1.1635 1.1635 1.1712 1.1661
S2 1.1545 1.1545 1.1699
S3 1.1403 1.1493 1.1686
S4 1.1261 1.1351 1.1647
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2339 1.2196 1.1724
R3 1.2113 1.1970 1.1662
R2 1.1887 1.1887 1.1641
R1 1.1744 1.1744 1.1621 1.1703
PP 1.1661 1.1661 1.1661 1.1641
S1 1.1518 1.1518 1.1579 1.1477
S2 1.1435 1.1435 1.1559
S3 1.1209 1.1292 1.1538
S4 1.0983 1.1066 1.1476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1805 1.1579 0.0226 1.9% 0.0129 1.1% 65% False False 110,115
10 1.1805 1.1545 0.0260 2.2% 0.0127 1.1% 69% False False 104,745
20 1.1805 1.1370 0.0435 3.7% 0.0119 1.0% 82% False False 113,239
40 1.1805 1.0944 0.0861 7.3% 0.0115 1.0% 91% False False 120,563
60 1.1805 1.0785 0.1020 8.7% 0.0113 1.0% 92% False False 94,211
80 1.1805 1.0548 0.1257 10.7% 0.0126 1.1% 94% False False 70,912
100 1.1805 1.0548 0.1257 10.7% 0.0118 1.0% 94% False False 56,807
120 1.1805 1.0548 0.1257 10.7% 0.0106 0.9% 94% False False 47,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2343
2.618 1.2111
1.618 1.1969
1.000 1.1881
0.618 1.1827
HIGH 1.1739
0.618 1.1685
0.500 1.1668
0.382 1.1651
LOW 1.1597
0.618 1.1509
1.000 1.1455
1.618 1.1367
2.618 1.1225
4.250 1.0994
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 1.1706 1.1709
PP 1.1687 1.1693
S1 1.1668 1.1678

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

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