CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	1.0999	1.1146	0.0147	1.3%	1.0912
High	1.1129	1.1180	0.0051	0.5%	1.1129
Low	1.0971	1.1050	0.0079	0.7%	1.0847
Close	1.1121	1.1073	-0.0048	-0.4%	1.1121
Range	0.0158	0.0130	-0.0028	-17.7%	0.0282
ATR	0.0097	0.0100	0.0002	2.4%	0.0000
Volume	68	14	-54	-79.4%	270

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1491	1.1412	1.1145
R3	1.1361	1.1282	1.1109
R2	1.1231	1.1231	1.1097
R1	1.1152	1.1152	1.1085	1.1127
PP	1.1101	1.1101	1.1101	1.1088
S1	1.1022	1.1022	1.1061	1.0997
S2	1.0971	1.0971	1.1049
S3	1.0841	1.0892	1.1037
S4	1.0711	1.0762	1.1002

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1878	1.1782	1.1276
R3	1.1596	1.1500	1.1199
R2	1.1314	1.1314	1.1173
R1	1.1218	1.1218	1.1147	1.1266
PP	1.1032	1.1032	1.1032	1.1057
S1	1.0936	1.0936	1.1095	1.0984
S2	1.0750	1.0750	1.1069
S3	1.0468	1.0654	1.1043
S4	1.0186	1.0372	1.0966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1180	1.0868	0.0312	2.8%	0.0102	0.9%	66%	True	False	53
10	1.1180	1.0847	0.0333	3.0%	0.0076	0.7%	68%	True	False	45
20	1.1360	1.0847	0.0513	4.6%	0.0083	0.7%	44%	False	False	44

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	False
Bull Hook	True
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1733
2.618	1.1520
1.618	1.1390
1.000	1.1310
0.618	1.1260
HIGH	1.1180
0.618	1.1130
0.500	1.1115
0.382	1.1100
LOW	1.1050
0.618	1.0970
1.000	1.0920
1.618	1.0840
2.618	1.0710
4.250	1.0498

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	1.1115	1.1067
PP	1.1101	1.1060
S1	1.1087	1.1054

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols