CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 1.1133 1.0973 -0.0160 -1.4% 1.1209
High 1.1260 1.0994 -0.0266 -2.4% 1.1330
Low 1.1005 1.0888 -0.0117 -1.1% 1.1005
Close 1.1064 1.0900 -0.0164 -1.5% 1.1064
Range 0.0255 0.0106 -0.0149 -58.4% 0.0325
ATR 0.0146 0.0148 0.0002 1.5% 0.0000
Volume 99,801 52,261 -47,540 -47.6% 437,052
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1245 1.1179 1.0958
R3 1.1139 1.1073 1.0929
R2 1.1033 1.1033 1.0919
R1 1.0967 1.0967 1.0910 1.0947
PP 1.0927 1.0927 1.0927 1.0918
S1 1.0861 1.0861 1.0890 1.0841
S2 1.0821 1.0821 1.0881
S3 1.0715 1.0755 1.0871
S4 1.0609 1.0649 1.0842
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.2108 1.1911 1.1243
R3 1.1783 1.1586 1.1153
R2 1.1458 1.1458 1.1124
R1 1.1261 1.1261 1.1094 1.1197
PP 1.1133 1.1133 1.1133 1.1101
S1 1.0936 1.0936 1.1034 1.0872
S2 1.0808 1.0808 1.1004
S3 1.0483 1.0611 1.0975
S4 1.0158 1.0286 1.0885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1292 1.0888 0.0404 3.7% 0.0142 1.3% 3% False True 76,300
10 1.1453 1.0888 0.0565 5.2% 0.0147 1.3% 2% False True 66,085
20 1.1789 1.0888 0.0901 8.3% 0.0162 1.5% 1% False True 34,354
40 1.1789 1.0847 0.0942 8.6% 0.0121 1.1% 6% False False 17,293
60 1.1789 1.0847 0.0942 8.6% 0.0107 1.0% 6% False False 11,542
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 False
Stretch 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1445
2.618 1.1272
1.618 1.1166
1.000 1.1100
0.618 1.1060
HIGH 1.0994
0.618 1.0954
0.500 1.0941
0.382 1.0928
LOW 1.0888
0.618 1.0822
1.000 1.0782
1.618 1.0716
2.618 1.0610
4.250 1.0438
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 1.0941 1.1074
PP 1.0927 1.1016
S1 1.0914 1.0958

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

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