CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 1.1250 1.1097 -0.0153 -1.4% 1.1255
High 1.1250 1.1097 -0.0153 -1.4% 1.1338
Low 1.1250 1.1097 -0.0153 -1.4% 1.1097
Close 1.1250 1.1097 -0.0153 -1.4% 1.1097
Range
ATR 0.0047 0.0054 0.0008 16.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1097 1.1097 1.1097
R3 1.1097 1.1097 1.1097
R2 1.1097 1.1097 1.1097
R1 1.1097 1.1097 1.1097 1.1097
PP 1.1097 1.1097 1.1097 1.1097
S1 1.1097 1.1097 1.1097 1.1097
S2 1.1097 1.1097 1.1097
S3 1.1097 1.1097 1.1097
S4 1.1097 1.1097 1.1097
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1900 1.1740 1.1230
R3 1.1659 1.1499 1.1163
R2 1.1418 1.1418 1.1141
R1 1.1258 1.1258 1.1119 1.1218
PP 1.1177 1.1177 1.1177 1.1157
S1 1.1017 1.1017 1.1075 1.0977
S2 1.0936 1.0936 1.1053
S3 1.0695 1.0776 1.1031
S4 1.0454 1.0535 1.0964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1338 1.1097 0.0241 2.2% 0.0000 0.0% 0% False True 1
10 1.1338 1.0997 0.0341 3.1% 0.0000 0.0% 29% False False 3
20 1.1338 1.0932 0.0406 3.7% 0.0000 0.0% 41% False False 7
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1097
2.618 1.1097
1.618 1.1097
1.000 1.1097
0.618 1.1097
HIGH 1.1097
0.618 1.1097
0.500 1.1097
0.382 1.1097
LOW 1.1097
0.618 1.1097
1.000 1.1097
1.618 1.1097
2.618 1.1097
4.250 1.1097
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 1.1097 1.1218
PP 1.1097 1.1177
S1 1.1097 1.1137

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

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