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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 1.1840 1.1713 -0.0127 -1.1% 1.1686
High 1.1867 1.1836 -0.0031 -0.3% 1.1966
Low 1.1702 1.1641 -0.0061 -0.5% 1.1673
Close 1.1715 1.1809 0.0094 0.8% 1.1715
Range 0.0165 0.0195 0.0030 18.2% 0.0293
ATR 0.0121 0.0126 0.0005 4.4% 0.0000
Volume 178,940 120,717 -58,223 -32.5% 710,449
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2347 1.2273 1.1916
R3 1.2152 1.2078 1.1863
R2 1.1957 1.1957 1.1845
R1 1.1883 1.1883 1.1827 1.1920
PP 1.1762 1.1762 1.1762 1.1781
S1 1.1688 1.1688 1.1791 1.1725
S2 1.1567 1.1567 1.1773
S3 1.1372 1.1493 1.1755
S4 1.1177 1.1298 1.1702
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2664 1.2482 1.1876
R3 1.2371 1.2189 1.1796
R2 1.2078 1.2078 1.1769
R1 1.1896 1.1896 1.1742 1.1987
PP 1.1785 1.1785 1.1785 1.1830
S1 1.1603 1.1603 1.1688 1.1694
S2 1.1492 1.1492 1.1661
S3 1.1199 1.1310 1.1634
S4 1.0906 1.1017 1.1554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1966 1.1641 0.0325 2.8% 0.0156 1.3% 52% False True 150,876
10 1.1966 1.1640 0.0326 2.8% 0.0123 1.0% 52% False False 127,100
20 1.1966 1.1545 0.0421 3.6% 0.0125 1.1% 63% False False 115,923
40 1.1966 1.1225 0.0741 6.3% 0.0118 1.0% 79% False False 120,492
60 1.1966 1.0872 0.1094 9.3% 0.0112 0.9% 86% False False 115,175
80 1.1966 1.0695 0.1271 10.8% 0.0121 1.0% 88% False False 86,703
100 1.1966 1.0548 0.1418 12.0% 0.0122 1.0% 89% False False 69,486
120 1.1966 1.0548 0.1418 12.0% 0.0116 1.0% 89% False False 57,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2665
2.618 1.2347
1.618 1.2152
1.000 1.2031
0.618 1.1957
HIGH 1.1836
0.618 1.1762
0.500 1.1739
0.382 1.1715
LOW 1.1641
0.618 1.1520
1.000 1.1446
1.618 1.1325
2.618 1.1130
4.250 1.0812
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 1.1786 1.1791
PP 1.1762 1.1772
S1 1.1739 1.1754

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

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