CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 1.0763 1.0822 0.0059 0.5% 1.0925
High 1.0852 1.0964 0.0112 1.0% 1.0944
Low 1.0731 1.0804 0.0073 0.7% 1.0738
Close 1.0804 1.0903 0.0099 0.9% 1.0740
Range 0.0121 0.0160 0.0039 32.2% 0.0206
ATR 0.0126 0.0129 0.0002 1.9% 0.0000
Volume 52,456 95,881 43,425 82.8% 179,133
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1370 1.1297 1.0991
R3 1.1210 1.1137 1.0947
R2 1.1050 1.1050 1.0932
R1 1.0977 1.0977 1.0918 1.1014
PP 1.0890 1.0890 1.0890 1.0909
S1 1.0817 1.0817 1.0888 1.0854
S2 1.0730 1.0730 1.0874
S3 1.0570 1.0657 1.0859
S4 1.0410 1.0497 1.0815
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 1.0964 1.0731 0.0233 2.1% 0.0120 1.1% 74% True False 59,998
10 1.1260 1.0731 0.0529 4.9% 0.0116 1.1% 33% False False 58,836
20 1.1453 1.0731 0.0722 6.6% 0.0141 1.3% 24% False False 55,426
40 1.1789 1.0731 0.1058 9.7% 0.0123 1.1% 16% False False 28,193
60 1.1789 1.0731 0.1058 9.7% 0.0108 1.0% 16% False False 18,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1644
2.618 1.1383
1.618 1.1223
1.000 1.1124
0.618 1.1063
HIGH 1.0964
0.618 1.0903
0.500 1.0884
0.382 1.0865
LOW 1.0804
0.618 1.0705
1.000 1.0644
1.618 1.0545
2.618 1.0385
4.250 1.0124
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 1.0897 1.0885
PP 1.0890 1.0866
S1 1.0884 1.0848

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

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