CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 1.1076 1.1083 0.0007 0.1% 1.1100
High 1.1076 1.1083 0.0007 0.1% 1.1144
Low 1.1076 1.1083 0.0007 0.1% 1.1065
Close 1.1076 1.1083 0.0007 0.1% 1.1076
Range
ATR 0.0046 0.0043 -0.0003 -6.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1083 1.1083 1.1083
R3 1.1083 1.1083 1.1083
R2 1.1083 1.1083 1.1083
R1 1.1083 1.1083 1.1083 1.1083
PP 1.1083 1.1083 1.1083 1.1083
S1 1.1083 1.1083 1.1083 1.1083
S2 1.1083 1.1083 1.1083
S3 1.1083 1.1083 1.1083
S4 1.1083 1.1083 1.1083
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1332 1.1283 1.1119
R3 1.1253 1.1204 1.1098
R2 1.1174 1.1174 1.1090
R1 1.1125 1.1125 1.1083 1.1110
PP 1.1095 1.1095 1.1095 1.1088
S1 1.1046 1.1046 1.1069 1.1031
S2 1.1016 1.1016 1.1062
S3 1.0937 1.0967 1.1054
S4 1.0858 1.0888 1.1033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1144 1.1065 0.0079 0.7% 0.0000 0.0% 23% False False 1
10 1.1338 1.1065 0.0273 2.5% 0.0000 0.0% 7% False False 1
20 1.1338 1.0932 0.0406 3.7% 0.0000 0.0% 37% False False 3
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 1.1083
2.618 1.1083
1.618 1.1083
1.000 1.1083
0.618 1.1083
HIGH 1.1083
0.618 1.1083
0.500 1.1083
0.382 1.1083
LOW 1.1083
0.618 1.1083
1.000 1.1083
1.618 1.1083
2.618 1.1083
4.250 1.1083
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 1.1083 1.1080
PP 1.1083 1.1077
S1 1.1083 1.1074

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

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