CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 1.0783 1.0725 -0.0058 -0.5% 1.1124
High 1.0783 1.0725 -0.0058 -0.5% 1.1124
Low 1.0783 1.0725 -0.0058 -0.5% 1.0804
Close 1.0800 1.0725 -0.0075 -0.7% 1.0834
Range
ATR 0.0045 0.0047 0.0002 4.7% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0725 1.0725 1.0725
R3 1.0725 1.0725 1.0725
R2 1.0725 1.0725 1.0725
R1 1.0725 1.0725 1.0725 1.0725
PP 1.0725 1.0725 1.0725 1.0725
S1 1.0725 1.0725 1.0725 1.0725
S2 1.0725 1.0725 1.0725
S3 1.0725 1.0725 1.0725
S4 1.0725 1.0725 1.0725
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1881 1.1677 1.1010
R3 1.1561 1.1357 1.0922
R2 1.1241 1.1241 1.0893
R1 1.1037 1.1037 1.0863 1.0979
PP 1.0921 1.0921 1.0921 1.0892
S1 1.0717 1.0717 1.0805 1.0659
S2 1.0601 1.0601 1.0775
S3 1.0281 1.0397 1.0746
S4 0.9961 1.0077 1.0658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0831 1.0725 0.0106 1.0% 0.0000 0.0% 0% False True 1
10 1.1124 1.0725 0.0399 3.7% 0.0000 0.0% 0% False True 1
20 1.1250 1.0725 0.0525 4.9% 0.0000 0.0% 0% False True 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 1.0725
2.618 1.0725
1.618 1.0725
1.000 1.0725
0.618 1.0725
HIGH 1.0725
0.618 1.0725
0.500 1.0725
0.382 1.0725
LOW 1.0725
0.618 1.0725
1.000 1.0725
1.618 1.0725
2.618 1.0725
4.250 1.0725
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 1.0725 1.0778
PP 1.0725 1.0760
S1 1.0725 1.0743

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

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