CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 1.0925 1.0916 -0.0009 -0.1% 1.0973
High 1.0944 1.0932 -0.0012 -0.1% 1.0994
Low 1.0896 1.0861 -0.0035 -0.3% 1.0888
Close 1.0921 1.0880 -0.0041 -0.4% 1.0915
Range 0.0048 0.0071 0.0023 47.9% 0.0106
ATR 0.0131 0.0127 -0.0004 -3.3% 0.0000
Volume 27,479 27,871 392 1.4% 161,091
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1104 1.1063 1.0919
R3 1.1033 1.0992 1.0900
R2 1.0962 1.0962 1.0893
R1 1.0921 1.0921 1.0887 1.0906
PP 1.0891 1.0891 1.0891 1.0884
S1 1.0850 1.0850 1.0873 1.0835
S2 1.0820 1.0820 1.0867
S3 1.0749 1.0779 1.0860
S4 1.0678 1.0708 1.0841
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1250 1.1189 1.0973
R3 1.1144 1.1083 1.0944
R2 1.1038 1.1038 1.0934
R1 1.0977 1.0977 1.0925 1.0955
PP 1.0932 1.0932 1.0932 1.0921
S1 1.0871 1.0871 1.0905 1.0849
S2 1.0826 1.0826 1.0896
S3 1.0720 1.0765 1.0886
S4 1.0614 1.0659 1.0857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0994 1.0861 0.0133 1.2% 0.0074 0.7% 14% False True 43,288
10 1.1330 1.0861 0.0469 4.3% 0.0110 1.0% 4% False True 65,349
20 1.1653 1.0861 0.0792 7.3% 0.0142 1.3% 2% False True 42,431
40 1.1789 1.0861 0.0928 8.5% 0.0121 1.1% 2% False True 21,393
60 1.1789 1.0847 0.0942 8.7% 0.0106 1.0% 4% False False 14,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1234
2.618 1.1118
1.618 1.1047
1.000 1.1003
0.618 1.0976
HIGH 1.0932
0.618 1.0905
0.500 1.0897
0.382 1.0888
LOW 1.0861
0.618 1.0817
1.000 1.0790
1.618 1.0746
2.618 1.0675
4.250 1.0559
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 1.0897 1.0920
PP 1.0891 1.0906
S1 1.0886 1.0893

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

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