CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 1.1020 1.1082 0.0062 0.6% 1.1125
High 1.1049 1.1085 0.0036 0.3% 1.1260
Low 1.1020 1.1000 -0.0020 -0.2% 1.1003
Close 1.1038 1.1038 0.0000 0.0% 1.1017
Range 0.0029 0.0085 0.0056 193.1% 0.0257
ATR 0.0094 0.0093 -0.0001 -0.7% 0.0000
Volume 20 34 14 70.0% 271
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1296 1.1252 1.1085
R3 1.1211 1.1167 1.1061
R2 1.1126 1.1126 1.1054
R1 1.1082 1.1082 1.1046 1.1062
PP 1.1041 1.1041 1.1041 1.1031
S1 1.0997 1.0997 1.1030 1.0977
S2 1.0956 1.0956 1.1022
S3 1.0871 1.0912 1.1015
S4 1.0786 1.0827 1.0991
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1864 1.1698 1.1158
R3 1.1607 1.1441 1.1088
R2 1.1350 1.1350 1.1064
R1 1.1184 1.1184 1.1041 1.1139
PP 1.1093 1.1093 1.1093 1.1071
S1 1.0927 1.0927 1.0993 1.0882
S2 1.0836 1.0836 1.0970
S3 1.0579 1.0670 1.0946
S4 1.0322 1.0413 1.0876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1260 1.1000 0.0260 2.4% 0.0086 0.8% 15% False True 53
10 1.1360 1.1000 0.0360 3.3% 0.0088 0.8% 11% False True 45
20 1.1360 1.0940 0.0420 3.8% 0.0088 0.8% 23% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1446
2.618 1.1308
1.618 1.1223
1.000 1.1170
0.618 1.1138
HIGH 1.1085
0.618 1.1053
0.500 1.1043
0.382 1.1032
LOW 1.1000
0.618 1.0947
1.000 1.0915
1.618 1.0862
2.618 1.0777
4.250 1.0639
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 1.1043 1.1043
PP 1.1041 1.1041
S1 1.1040 1.1040

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

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