CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 1.0766 1.0888 0.0122 1.1% 1.0757
High 1.0766 1.0888 0.0122 1.1% 1.0888
Low 1.0766 1.0873 0.0107 1.0% 1.0757
Close 1.0766 1.0879 0.0113 1.0% 1.0879
Range 0.0000 0.0015 0.0015 0.0131
ATR 0.0036 0.0042 0.0006 17.3% 0.0000
Volume 4 4 0 0.0% 16
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0925 1.0917 1.0887
R3 1.0910 1.0902 1.0883
R2 1.0895 1.0895 1.0882
R1 1.0887 1.0887 1.0880 1.0884
PP 1.0880 1.0880 1.0880 1.0878
S1 1.0872 1.0872 1.0878 1.0869
S2 1.0865 1.0865 1.0876
S3 1.0850 1.0857 1.0875
S4 1.0835 1.0842 1.0871
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1234 1.1188 1.0951
R3 1.1103 1.1057 1.0915
R2 1.0972 1.0972 1.0903
R1 1.0926 1.0926 1.0891 1.0949
PP 1.0841 1.0841 1.0841 1.0853
S1 1.0795 1.0795 1.0867 1.0818
S2 1.0710 1.0710 1.0855
S3 1.0579 1.0664 1.0843
S4 1.0448 1.0533 1.0807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0888 1.0757 0.0131 1.2% 0.0005 0.0% 93% True False 3
10 1.0888 1.0594 0.0294 2.7% 0.0010 0.1% 97% True False 5
20 1.1124 1.0588 0.0536 4.9% 0.0005 0.0% 54% False False 3
40 1.1338 1.0588 0.0750 6.9% 0.0003 0.0% 39% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0952
2.618 1.0927
1.618 1.0912
1.000 1.0903
0.618 1.0897
HIGH 1.0888
0.618 1.0882
0.500 1.0881
0.382 1.0879
LOW 1.0873
0.618 1.0864
1.000 1.0858
1.618 1.0849
2.618 1.0834
4.250 1.0809
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 1.0881 1.0861
PP 1.0880 1.0843
S1 1.0880 1.0826

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

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