CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 1.1461 1.1553 0.0092 0.8% 1.1260
High 1.1789 1.1653 -0.0136 -1.2% 1.1789
Low 1.1443 1.1520 0.0077 0.7% 1.1219
Close 1.1529 1.1597 0.0068 0.6% 1.1529
Range 0.0346 0.0133 -0.0213 -61.6% 0.0570
ATR 0.0111 0.0113 0.0002 1.4% 0.0000
Volume 1,858 2,766 908 48.9% 2,644
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1989 1.1926 1.1670
R3 1.1856 1.1793 1.1634
R2 1.1723 1.1723 1.1621
R1 1.1660 1.1660 1.1609 1.1692
PP 1.1590 1.1590 1.1590 1.1606
S1 1.1527 1.1527 1.1585 1.1559
S2 1.1457 1.1457 1.1573
S3 1.1324 1.1394 1.1560
S4 1.1191 1.1261 1.1524
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.3222 1.2946 1.1843
R3 1.2652 1.2376 1.1686
R2 1.2082 1.2082 1.1634
R1 1.1806 1.1806 1.1581 1.1944
PP 1.1512 1.1512 1.1512 1.1582
S1 1.1236 1.1236 1.1477 1.1374
S2 1.0942 1.0942 1.1425
S3 1.0372 1.0666 1.1372
S4 0.9802 1.0096 1.1216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1789 1.1219 0.0570 4.9% 0.0159 1.4% 66% False False 1,082
10 1.1789 1.1161 0.0628 5.4% 0.0117 1.0% 69% False False 669
20 1.1789 1.0954 0.0835 7.2% 0.0098 0.8% 77% False False 490
40 1.1789 1.0847 0.0942 8.1% 0.0088 0.8% 80% False False 269
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2218
2.618 1.2001
1.618 1.1868
1.000 1.1786
0.618 1.1735
HIGH 1.1653
0.618 1.1602
0.500 1.1587
0.382 1.1571
LOW 1.1520
0.618 1.1438
1.000 1.1387
1.618 1.1305
2.618 1.1172
4.250 1.0955
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 1.1594 1.1578
PP 1.1590 1.1559
S1 1.1587 1.1540

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

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