CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 1.1080 1.1124 0.0044 0.4% 1.1083
High 1.1080 1.1124 0.0044 0.4% 1.1115
Low 1.1080 1.1124 0.0044 0.4% 1.1080
Close 1.1080 1.1124 0.0044 0.4% 1.1080
Range
ATR 0.0036 0.0037 0.0001 1.5% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1124 1.1124 1.1124
R3 1.1124 1.1124 1.1124
R2 1.1124 1.1124 1.1124
R1 1.1124 1.1124 1.1124 1.1124
PP 1.1124 1.1124 1.1124 1.1124
S1 1.1124 1.1124 1.1124 1.1124
S2 1.1124 1.1124 1.1124
S3 1.1124 1.1124 1.1124
S4 1.1124 1.1124 1.1124
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1197 1.1173 1.1099
R3 1.1162 1.1138 1.1090
R2 1.1127 1.1127 1.1086
R1 1.1103 1.1103 1.1083 1.1098
PP 1.1092 1.1092 1.1092 1.1089
S1 1.1068 1.1068 1.1077 1.1063
S2 1.1057 1.1057 1.1074
S3 1.1022 1.1033 1.1070
S4 1.0987 1.0998 1.1061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1124 1.1080 0.0044 0.4% 0.0001 0.0% 100% True False 1
10 1.1144 1.1065 0.0079 0.7% 0.0001 0.0% 75% False False 1
20 1.1338 1.1065 0.0273 2.5% 0.0000 0.0% 22% False False 1
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 1.1124
2.618 1.1124
1.618 1.1124
1.000 1.1124
0.618 1.1124
HIGH 1.1124
0.618 1.1124
0.500 1.1124
0.382 1.1124
LOW 1.1124
0.618 1.1124
1.000 1.1124
1.618 1.1124
2.618 1.1124
4.250 1.1124
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 1.1124 1.1117
PP 1.1124 1.1109
S1 1.1124 1.1102

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

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