CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 1.0919 1.0810 -0.0109 -1.0% 1.0757
High 1.0930 1.0810 -0.0120 -1.1% 1.0888
Low 1.0919 1.0810 -0.0109 -1.0% 1.0757
Close 1.0846 1.0755 -0.0091 -0.8% 1.0879
Range 0.0011 0.0000 -0.0011 -100.0% 0.0131
ATR 0.0042 0.0042 0.0000 -1.1% 0.0000
Volume 3 3 0 0.0% 16
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0792 1.0773 1.0755
R3 1.0792 1.0773 1.0755
R2 1.0792 1.0792 1.0755
R1 1.0773 1.0773 1.0755 1.0783
PP 1.0792 1.0792 1.0792 1.0796
S1 1.0773 1.0773 1.0755 1.0783
S2 1.0792 1.0792 1.0755
S3 1.0792 1.0773 1.0755
S4 1.0792 1.0773 1.0755
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 1.0930 1.0763 0.0167 1.6% 0.0005 0.0% -5% False False 3
10 1.0930 1.0669 0.0261 2.4% 0.0006 0.1% 33% False False 5
20 1.0930 1.0588 0.0342 3.2% 0.0006 0.1% 49% False False 3
40 1.1338 1.0588 0.0750 7.0% 0.0003 0.0% 22% False False 2
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 False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0810
2.618 1.0810
1.618 1.0810
1.000 1.0810
0.618 1.0810
HIGH 1.0810
0.618 1.0810
0.500 1.0810
0.382 1.0810
LOW 1.0810
0.618 1.0810
1.000 1.0810
1.618 1.0810
2.618 1.0810
4.250 1.0810
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 1.0810 1.0870
PP 1.0792 1.0832
S1 1.0773 1.0793

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

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