CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 1.0826 1.0763 -0.0063 -0.6% 1.0925
High 1.0886 1.0852 -0.0034 -0.3% 1.0944
Low 1.0738 1.0731 -0.0007 -0.1% 1.0738
Close 1.0740 1.0804 0.0064 0.6% 1.0740
Range 0.0148 0.0121 -0.0027 -18.2% 0.0206
ATR 0.0127 0.0126 0.0000 -0.3% 0.0000
Volume 60,619 52,456 -8,163 -13.5% 179,133
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1159 1.1102 1.0871
R3 1.1038 1.0981 1.0837
R2 1.0917 1.0917 1.0826
R1 1.0860 1.0860 1.0815 1.0889
PP 1.0796 1.0796 1.0796 1.0810
S1 1.0739 1.0739 1.0793 1.0768
S2 1.0675 1.0675 1.0782
S3 1.0554 1.0618 1.0771
S4 1.0433 1.0497 1.0737
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1425 1.1289 1.0853
R3 1.1219 1.1083 1.0797
R2 1.1013 1.1013 1.0778
R1 1.0877 1.0877 1.0759 1.0842
PP 1.0807 1.0807 1.0807 1.0790
S1 1.0671 1.0671 1.0721 1.0636
S2 1.0601 1.0601 1.0702
S3 1.0395 1.0465 1.0683
S4 1.0189 1.0259 1.0627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0944 1.0731 0.0213 2.0% 0.0098 0.9% 34% False True 46,317
10 1.1260 1.0731 0.0529 4.9% 0.0110 1.0% 14% False True 56,022
20 1.1453 1.0731 0.0722 6.7% 0.0139 1.3% 10% False True 50,751
40 1.1789 1.0731 0.1058 9.8% 0.0121 1.1% 7% False True 25,796
60 1.1789 1.0731 0.1058 9.8% 0.0108 1.0% 7% False True 17,212
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 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1366
2.618 1.1169
1.618 1.1048
1.000 1.0973
0.618 1.0927
HIGH 1.0852
0.618 1.0806
0.500 1.0792
0.382 1.0777
LOW 1.0731
0.618 1.0656
1.000 1.0610
1.618 1.0535
2.618 1.0414
4.250 1.0217
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 1.0800 1.0809
PP 1.0796 1.0807
S1 1.0792 1.0806

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

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