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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 1.1713 1.1826 0.0113 1.0% 1.1686
High 1.1836 1.1931 0.0095 0.8% 1.1966
Low 1.1641 1.1813 0.0172 1.5% 1.1673
Close 1.1809 1.1896 0.0087 0.7% 1.1715
Range 0.0195 0.0118 -0.0077 -39.5% 0.0293
ATR 0.0126 0.0126 0.0000 -0.2% 0.0000
Volume 120,717 145,865 25,148 20.8% 710,449
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2234 1.2183 1.1961
R3 1.2116 1.2065 1.1928
R2 1.1998 1.1998 1.1918
R1 1.1947 1.1947 1.1907 1.1973
PP 1.1880 1.1880 1.1880 1.1893
S1 1.1829 1.1829 1.1885 1.1855
S2 1.1762 1.1762 1.1874
S3 1.1644 1.1711 1.1864
S4 1.1526 1.1593 1.1831
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 1.1931 1.1641 0.0290 2.4% 0.0134 1.1% 88% True False 138,536
10 1.1966 1.1640 0.0326 2.7% 0.0127 1.1% 79% False False 132,206
20 1.1966 1.1570 0.0396 3.3% 0.0124 1.0% 82% False False 118,197
40 1.1966 1.1225 0.0741 6.2% 0.0119 1.0% 91% False False 120,597
60 1.1966 1.0872 0.1094 9.2% 0.0112 0.9% 94% False False 117,404
80 1.1966 1.0695 0.1271 10.7% 0.0118 1.0% 94% False False 88,476
100 1.1966 1.0548 0.1418 11.9% 0.0123 1.0% 95% False False 70,940
120 1.1966 1.0548 0.1418 11.9% 0.0116 1.0% 95% False False 59,162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2433
2.618 1.2240
1.618 1.2122
1.000 1.2049
0.618 1.2004
HIGH 1.1931
0.618 1.1886
0.500 1.1872
0.382 1.1858
LOW 1.1813
0.618 1.1740
1.000 1.1695
1.618 1.1622
2.618 1.1504
4.250 1.1312
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 1.1888 1.1859
PP 1.1880 1.1823
S1 1.1872 1.1786

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

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