CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 1.0675 1.0748 0.0073 0.7% 1.0831
High 1.0690 1.0748 0.0058 0.5% 1.0831
Low 1.0669 1.0748 0.0079 0.7% 1.0588
Close 1.0748 1.0730 -0.0018 -0.2% 1.0588
Range 0.0021 0.0000 -0.0021 -100.0% 0.0243
ATR 0.0046 0.0043 -0.0003 -7.1% 0.0000
Volume 5 26 21 420.0% 10
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0742 1.0736 1.0730
R3 1.0742 1.0736 1.0730
R2 1.0742 1.0742 1.0730
R1 1.0736 1.0736 1.0730 1.0739
PP 1.0742 1.0742 1.0742 1.0744
S1 1.0736 1.0736 1.0730 1.0739
S2 1.0742 1.0742 1.0730
S3 1.0742 1.0736 1.0730
S4 1.0742 1.0736 1.0730
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1398 1.1236 1.0722
R3 1.1155 1.0993 1.0655
R2 1.0912 1.0912 1.0633
R1 1.0750 1.0750 1.0610 1.0710
PP 1.0669 1.0669 1.0669 1.0649
S1 1.0507 1.0507 1.0566 1.0467
S2 1.0426 1.0426 1.0543
S3 1.0183 1.0264 1.0521
S4 0.9940 1.0021 1.0454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0748 1.0588 0.0160 1.5% 0.0014 0.1% 89% True False 7
10 1.0831 1.0588 0.0243 2.3% 0.0007 0.1% 58% False False 4
20 1.1124 1.0588 0.0536 5.0% 0.0004 0.0% 26% False False 2
40 1.1338 1.0588 0.0750 7.0% 0.0002 0.0% 19% False False 3
Crabel Price Patterns
NR True
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 True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0748
2.618 1.0748
1.618 1.0748
1.000 1.0748
0.618 1.0748
HIGH 1.0748
0.618 1.0748
0.500 1.0748
0.382 1.0748
LOW 1.0748
0.618 1.0748
1.000 1.0748
1.618 1.0748
2.618 1.0748
4.250 1.0748
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 1.0748 1.0720
PP 1.0742 1.0709
S1 1.0736 1.0699

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

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