CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 1.1280 1.1125 -0.0155 -1.4% 1.1155
High 1.1284 1.1157 -0.0127 -1.1% 1.1360
Low 1.1144 1.1094 -0.0050 -0.4% 1.1144
Close 1.1143 1.1148 0.0005 0.0% 1.1143
Range 0.0140 0.0063 -0.0077 -55.0% 0.0216
ATR 0.0102 0.0099 -0.0003 -2.7% 0.0000
Volume 41 36 -5 -12.2% 229
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1322 1.1298 1.1183
R3 1.1259 1.1235 1.1165
R2 1.1196 1.1196 1.1160
R1 1.1172 1.1172 1.1154 1.1184
PP 1.1133 1.1133 1.1133 1.1139
S1 1.1109 1.1109 1.1142 1.1121
S2 1.1070 1.1070 1.1136
S3 1.1007 1.1046 1.1131
S4 1.0944 1.0983 1.1113
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1864 1.1719 1.1262
R3 1.1648 1.1503 1.1202
R2 1.1432 1.1432 1.1183
R1 1.1287 1.1287 1.1163 1.1252
PP 1.1216 1.1216 1.1216 1.1198
S1 1.1071 1.1071 1.1123 1.1036
S2 1.1000 1.1000 1.1103
S3 1.0784 1.0855 1.1084
S4 1.0568 1.0639 1.1024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1360 1.1094 0.0266 2.4% 0.0098 0.9% 20% False True 36
10 1.1360 1.1086 0.0274 2.5% 0.0086 0.8% 23% False False 35
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 True
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1425
2.618 1.1322
1.618 1.1259
1.000 1.1220
0.618 1.1196
HIGH 1.1157
0.618 1.1133
0.500 1.1126
0.382 1.1118
LOW 1.1094
0.618 1.1055
1.000 1.1031
1.618 1.0992
2.618 1.0929
4.250 1.0826
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 1.1141 1.1222
PP 1.1133 1.1197
S1 1.1126 1.1173

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

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