CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 1.0761 1.0803 0.0042 0.4% 1.0603
High 1.0761 1.0803 0.0042 0.4% 1.1234
Low 1.0761 1.0803 0.0042 0.4% 1.0583
Close 1.0761 1.0803 0.0042 0.4% 1.0981
Range
ATR 0.0105 0.0101 -0.0005 -4.3% 0.0000
Volume 6 6 0 0.0% 38
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 1.0803 1.0803 1.0803
R3 1.0803 1.0803 1.0803
R2 1.0803 1.0803 1.0803
R1 1.0803 1.0803 1.0803 1.0803
PP 1.0803 1.0803 1.0803 1.0803
S1 1.0803 1.0803 1.0803 1.0803
S2 1.0803 1.0803 1.0803
S3 1.0803 1.0803 1.0803
S4 1.0803 1.0803 1.0803
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 1.1065 1.0761 0.0304 2.8% 0.0051 0.5% 14% False False 16
10 1.1234 1.0583 0.0651 6.0% 0.0078 0.7% 34% False False 14
20 1.1234 1.0583 0.0651 6.0% 0.0041 0.4% 34% False False 12
40 1.1234 1.0583 0.0651 6.0% 0.0022 0.2% 34% False False 7
60 1.1338 1.0583 0.0755 7.0% 0.0015 0.1% 29% False False 5
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0803
2.618 1.0803
1.618 1.0803
1.000 1.0803
0.618 1.0803
HIGH 1.0803
0.618 1.0803
0.500 1.0803
0.382 1.0803
LOW 1.0803
0.618 1.0803
1.000 1.0803
1.618 1.0803
2.618 1.0803
4.250 1.0803
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 1.0803 1.0796
PP 1.0803 1.0789
S1 1.0803 1.0782

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

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