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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 1.1749 1.1891 0.0142 1.2% 1.1602
High 1.1966 1.1902 -0.0064 -0.5% 1.1782
Low 1.1739 1.1789 0.0050 0.4% 1.1597
Close 1.1874 1.1804 -0.0070 -0.6% 1.1663
Range 0.0227 0.0113 -0.0114 -50.2% 0.0185
ATR 0.0121 0.0120 -0.0001 -0.5% 0.0000
Volume 207,566 141,802 -65,764 -31.7% 528,977
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2171 1.2100 1.1866
R3 1.2058 1.1987 1.1835
R2 1.1945 1.1945 1.1825
R1 1.1874 1.1874 1.1814 1.1853
PP 1.1832 1.1832 1.1832 1.1821
S1 1.1761 1.1761 1.1794 1.1740
S2 1.1719 1.1719 1.1783
S3 1.1606 1.1648 1.1773
S4 1.1493 1.1535 1.1742
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 1.1966 1.1640 0.0326 2.8% 0.0130 1.1% 50% False False 138,354
10 1.1966 1.1579 0.0387 3.3% 0.0119 1.0% 58% False False 117,507
20 1.1966 1.1429 0.0537 4.5% 0.0120 1.0% 70% False False 115,219
40 1.1966 1.1225 0.0741 6.3% 0.0117 1.0% 78% False False 122,784
60 1.1966 1.0785 0.1181 10.0% 0.0112 0.9% 86% False False 108,507
80 1.1966 1.0548 0.1418 12.0% 0.0128 1.1% 89% False False 81,696
100 1.1966 1.0548 0.1418 12.0% 0.0120 1.0% 89% False False 65,441
120 1.1966 1.0548 0.1418 12.0% 0.0112 0.9% 89% False False 54,571
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2382
2.618 1.2198
1.618 1.2085
1.000 1.2015
0.618 1.1972
HIGH 1.1902
0.618 1.1859
0.500 1.1846
0.382 1.1832
LOW 1.1789
0.618 1.1719
1.000 1.1676
1.618 1.1606
2.618 1.1493
4.250 1.1309
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 1.1846 1.1820
PP 1.1832 1.1814
S1 1.1818 1.1809

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

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