CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 1.0800 1.0761 -0.0039 -0.4% 1.0603
High 1.0800 1.0761 -0.0039 -0.4% 1.1234
Low 1.0790 1.0761 -0.0029 -0.3% 1.0583
Close 1.0811 1.0761 -0.0050 -0.5% 1.0981
Range 0.0010 0.0000 -0.0010 -100.0% 0.0651
ATR 0.0109 0.0105 -0.0004 -3.9% 0.0000
Volume 16 6 -10 -62.5% 38
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 1.0761 1.0761 1.0761
R3 1.0761 1.0761 1.0761
R2 1.0761 1.0761 1.0761
R1 1.0761 1.0761 1.0761 1.0761
PP 1.0761 1.0761 1.0761 1.0761
S1 1.0761 1.0761 1.0761 1.0761
S2 1.0761 1.0761 1.0761
S3 1.0761 1.0761 1.0761
S4 1.0761 1.0761 1.0761
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.2886 1.2584 1.1339
R3 1.2235 1.1933 1.1160
R2 1.1584 1.1584 1.1100
R1 1.1282 1.1282 1.1041 1.1433
PP 1.0933 1.0933 1.0933 1.1008
S1 1.0631 1.0631 1.0921 1.0782
S2 1.0282 1.0282 1.0862
S3 0.9631 0.9980 1.0802
S4 0.8980 0.9329 1.0623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1234 1.0728 0.0506 4.7% 0.0152 1.4% 7% False False 19
10 1.1234 1.0583 0.0651 6.0% 0.0078 0.7% 27% False False 17
20 1.1234 1.0583 0.0651 6.0% 0.0041 0.4% 27% False False 11
40 1.1234 1.0583 0.0651 6.0% 0.0022 0.2% 27% False False 7
60 1.1338 1.0583 0.0755 7.0% 0.0015 0.1% 24% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0761
2.618 1.0761
1.618 1.0761
1.000 1.0761
0.618 1.0761
HIGH 1.0761
0.618 1.0761
0.500 1.0761
0.382 1.0761
LOW 1.0761
0.618 1.0761
1.000 1.0761
1.618 1.0761
2.618 1.0761
4.250 1.0761
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 1.0761 1.0781
PP 1.0761 1.0774
S1 1.0761 1.0768

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

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