CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 1.0810 1.0774 -0.0036 -0.3% 1.0757
High 1.0810 1.0774 -0.0036 -0.3% 1.0888
Low 1.0810 1.0774 -0.0036 -0.3% 1.0757
Close 1.0755 1.0774 0.0019 0.2% 1.0879
Range
ATR 0.0042 0.0040 -0.0002 -3.9% 0.0000
Volume 3 1 -2 -66.7% 16
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0774 1.0774 1.0774
R3 1.0774 1.0774 1.0774
R2 1.0774 1.0774 1.0774
R1 1.0774 1.0774 1.0774 1.0774
PP 1.0774 1.0774 1.0774 1.0774
S1 1.0774 1.0774 1.0774 1.0774
S2 1.0774 1.0774 1.0774
S3 1.0774 1.0774 1.0774
S4 1.0774 1.0774 1.0774
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 1.0766 0.0164 1.5% 0.0005 0.0% 5% False False 3
10 1.0930 1.0739 0.0191 1.8% 0.0004 0.0% 18% False False 5
20 1.0930 1.0588 0.0342 3.2% 0.0006 0.1% 54% False False 3
40 1.1338 1.0588 0.0750 7.0% 0.0003 0.0% 25% False False 2
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 1.0774
2.618 1.0774
1.618 1.0774
1.000 1.0774
0.618 1.0774
HIGH 1.0774
0.618 1.0774
0.500 1.0774
0.382 1.0774
LOW 1.0774
0.618 1.0774
1.000 1.0774
1.618 1.0774
2.618 1.0774
4.250 1.0774
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 1.0774 1.0852
PP 1.0774 1.0826
S1 1.0774 1.0800

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

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