CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 1.0655 1.0764 0.0109 1.0% 1.0919
High 1.0655 1.0764 0.0109 1.0% 1.0930
Low 1.0655 1.0764 0.0109 1.0% 1.0635
Close 1.0655 1.0768 0.0113 1.1% 1.0661
Range
ATR 0.0042 0.0047 0.0005 11.5% 0.0000
Volume 5 5 0 0.0% 9
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0765 1.0767 1.0768
R3 1.0765 1.0767 1.0768
R2 1.0765 1.0765 1.0768
R1 1.0767 1.0767 1.0768 1.0766
PP 1.0765 1.0765 1.0765 1.0765
S1 1.0767 1.0767 1.0768 1.0766
S2 1.0765 1.0765 1.0768
S3 1.0765 1.0767 1.0768
S4 1.0765 1.0767 1.0768
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1627 1.1439 1.0823
R3 1.1332 1.1144 1.0742
R2 1.1037 1.1037 1.0715
R1 1.0849 1.0849 1.0688 1.0796
PP 1.0742 1.0742 1.0742 1.0715
S1 1.0554 1.0554 1.0634 1.0501
S2 1.0447 1.0447 1.0607
S3 1.0152 1.0259 1.0580
S4 0.9857 0.9964 1.0499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0774 1.0635 0.0139 1.3% 0.0000 0.0% 96% False False 2
10 1.0930 1.0635 0.0295 2.7% 0.0003 0.0% 45% False False 3
20 1.0930 1.0588 0.0342 3.2% 0.0006 0.1% 53% False False 3
40 1.1338 1.0588 0.0750 7.0% 0.0003 0.0% 24% 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 1.0764
2.618 1.0764
1.618 1.0764
1.000 1.0764
0.618 1.0764
HIGH 1.0764
0.618 1.0764
0.500 1.0764
0.382 1.0764
LOW 1.0764
0.618 1.0764
1.000 1.0764
1.618 1.0764
2.618 1.0764
4.250 1.0764
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 1.0767 1.0745
PP 1.0765 1.0722
S1 1.0764 1.0700

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

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