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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 1.1883 1.1843 -0.0040 -0.3% 1.1686
High 1.1955 1.1906 -0.0049 -0.4% 1.1966
Low 1.1811 1.1827 0.0016 0.1% 1.1673
Close 1.1839 1.1874 0.0035 0.3% 1.1715
Range 0.0144 0.0079 -0.0065 -45.1% 0.0293
ATR 0.0127 0.0124 -0.0003 -2.7% 0.0000
Volume 163,453 112,078 -51,375 -31.4% 710,449
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2106 1.2069 1.1917
R3 1.2027 1.1990 1.1896
R2 1.1948 1.1948 1.1888
R1 1.1911 1.1911 1.1881 1.1930
PP 1.1869 1.1869 1.1869 1.1878
S1 1.1832 1.1832 1.1867 1.1851
S2 1.1790 1.1790 1.1860
S3 1.1711 1.1753 1.1852
S4 1.1632 1.1674 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 1.1955 1.1641 0.0314 2.6% 0.0140 1.2% 74% False False 144,210
10 1.1966 1.1641 0.0325 2.7% 0.0129 1.1% 72% False False 135,802
20 1.1966 1.1579 0.0387 3.3% 0.0123 1.0% 76% False False 121,931
40 1.1966 1.1225 0.0741 6.2% 0.0119 1.0% 88% False False 120,734
60 1.1966 1.0872 0.1094 9.2% 0.0112 0.9% 92% False False 121,065
80 1.1966 1.0695 0.1271 10.7% 0.0117 1.0% 93% False False 91,862
100 1.1966 1.0548 0.1418 11.9% 0.0123 1.0% 94% False False 73,689
120 1.1966 1.0548 0.1418 11.9% 0.0117 1.0% 94% False False 61,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2242
2.618 1.2113
1.618 1.2034
1.000 1.1985
0.618 1.1955
HIGH 1.1906
0.618 1.1876
0.500 1.1867
0.382 1.1857
LOW 1.1827
0.618 1.1778
1.000 1.1748
1.618 1.1699
2.618 1.1620
4.250 1.1491
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 1.1872 1.1883
PP 1.1869 1.1880
S1 1.1867 1.1877

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

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