CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 1.0757 1.0817 0.0060 0.6% 1.0594
High 1.0757 1.0824 0.0067 0.6% 1.0748
Low 1.0757 1.0815 0.0058 0.5% 1.0594
Close 1.0757 1.0758 0.0001 0.0% 1.0747
Range 0.0000 0.0009 0.0009 0.0154
ATR 0.0039 0.0041 0.0002 5.2% 0.0000
Volume 2 2 0 0.0% 38
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0826 1.0801 1.0763
R3 1.0817 1.0792 1.0760
R2 1.0808 1.0808 1.0760
R1 1.0783 1.0783 1.0759 1.0791
PP 1.0799 1.0799 1.0799 1.0803
S1 1.0774 1.0774 1.0757 1.0782
S2 1.0790 1.0790 1.0756
S3 1.0781 1.0765 1.0756
S4 1.0772 1.0756 1.0753
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1158 1.1107 1.0832
R3 1.1004 1.0953 1.0789
R2 1.0850 1.0850 1.0775
R1 1.0799 1.0799 1.0761 1.0825
PP 1.0696 1.0696 1.0696 1.0709
S1 1.0645 1.0645 1.0733 1.0671
S2 1.0542 1.0542 1.0719
S3 1.0388 1.0491 1.0705
S4 1.0234 1.0337 1.0662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0824 1.0669 0.0155 1.4% 0.0007 0.1% 57% True False 7
10 1.0824 1.0588 0.0236 2.2% 0.0008 0.1% 72% True False 4
20 1.1124 1.0588 0.0536 5.0% 0.0004 0.0% 32% False False 3
40 1.1338 1.0588 0.0750 7.0% 0.0002 0.0% 23% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0862
2.618 1.0848
1.618 1.0839
1.000 1.0833
0.618 1.0830
HIGH 1.0824
0.618 1.0821
0.500 1.0820
0.382 1.0818
LOW 1.0815
0.618 1.0809
1.000 1.0806
1.618 1.0800
2.618 1.0791
4.250 1.0777
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 1.0820 1.0782
PP 1.0799 1.0774
S1 1.0779 1.0766

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

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