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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 1.1711 1.1724 0.0013 0.1% 1.1602
High 1.1782 1.1740 -0.0042 -0.4% 1.1782
Low 1.1640 1.1654 0.0014 0.1% 1.1597
Close 1.1723 1.1663 -0.0060 -0.5% 1.1663
Range 0.0142 0.0086 -0.0056 -39.4% 0.0185
ATR 0.0116 0.0114 -0.0002 -1.8% 0.0000
Volume 160,156 105,464 -54,692 -34.1% 528,977
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1944 1.1889 1.1710
R3 1.1858 1.1803 1.1687
R2 1.1772 1.1772 1.1679
R1 1.1717 1.1717 1.1671 1.1702
PP 1.1686 1.1686 1.1686 1.1678
S1 1.1631 1.1631 1.1655 1.1616
S2 1.1600 1.1600 1.1647
S3 1.1514 1.1545 1.1639
S4 1.1428 1.1459 1.1616
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2236 1.2134 1.1765
R3 1.2051 1.1949 1.1714
R2 1.1866 1.1866 1.1697
R1 1.1764 1.1764 1.1680 1.1815
PP 1.1681 1.1681 1.1681 1.1706
S1 1.1579 1.1579 1.1646 1.1630
S2 1.1496 1.1496 1.1629
S3 1.1311 1.1394 1.1612
S4 1.1126 1.1209 1.1561
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1782 1.1597 0.0185 1.6% 0.0103 0.9% 36% False False 105,795
10 1.1805 1.1579 0.0226 1.9% 0.0111 0.9% 37% False False 105,427
20 1.1805 1.1370 0.0435 3.7% 0.0117 1.0% 67% False False 111,970
40 1.1805 1.1152 0.0653 5.6% 0.0113 1.0% 78% False False 120,461
60 1.1805 1.0785 0.1020 8.7% 0.0111 1.0% 86% False False 101,456
80 1.1805 1.0548 0.1257 10.8% 0.0125 1.1% 89% False False 76,393
100 1.1805 1.0548 0.1257 10.8% 0.0119 1.0% 89% False False 61,192
120 1.1805 1.0548 0.1257 10.8% 0.0109 0.9% 89% False False 51,020
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2106
2.618 1.1965
1.618 1.1879
1.000 1.1826
0.618 1.1793
HIGH 1.1740
0.618 1.1707
0.500 1.1697
0.382 1.1687
LOW 1.1654
0.618 1.1601
1.000 1.1568
1.618 1.1515
2.618 1.1429
4.250 1.1289
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 1.1697 1.1711
PP 1.1686 1.1695
S1 1.1674 1.1679

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

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