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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 1.1826 1.1883 0.0057 0.5% 1.1686
High 1.1931 1.1955 0.0024 0.2% 1.1966
Low 1.1813 1.1811 -0.0002 0.0% 1.1673
Close 1.1896 1.1839 -0.0057 -0.5% 1.1715
Range 0.0118 0.0144 0.0026 22.0% 0.0293
ATR 0.0126 0.0127 0.0001 1.0% 0.0000
Volume 145,865 163,453 17,588 12.1% 710,449
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2300 1.2214 1.1918
R3 1.2156 1.2070 1.1879
R2 1.2012 1.2012 1.1865
R1 1.1926 1.1926 1.1852 1.1897
PP 1.1868 1.1868 1.1868 1.1854
S1 1.1782 1.1782 1.1826 1.1753
S2 1.1724 1.1724 1.1813
S3 1.1580 1.1638 1.1799
S4 1.1436 1.1494 1.1760
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 1.1955 1.1641 0.0314 2.7% 0.0140 1.2% 63% True False 142,866
10 1.1966 1.1640 0.0326 2.8% 0.0135 1.1% 61% False False 140,610
20 1.1966 1.1570 0.0396 3.3% 0.0124 1.1% 68% False False 120,661
40 1.1966 1.1225 0.0741 6.3% 0.0120 1.0% 83% False False 121,095
60 1.1966 1.0872 0.1094 9.2% 0.0112 0.9% 88% False False 119,639
80 1.1966 1.0695 0.1271 10.7% 0.0117 1.0% 90% False False 90,467
100 1.1966 1.0548 0.1418 12.0% 0.0123 1.0% 91% False False 72,570
120 1.1966 1.0548 0.1418 12.0% 0.0117 1.0% 91% False False 60,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2567
2.618 1.2332
1.618 1.2188
1.000 1.2099
0.618 1.2044
HIGH 1.1955
0.618 1.1900
0.500 1.1883
0.382 1.1866
LOW 1.1811
0.618 1.1722
1.000 1.1667
1.618 1.1578
2.618 1.1434
4.250 1.1199
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 1.1883 1.1825
PP 1.1868 1.1812
S1 1.1854 1.1798

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

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