CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 1.0822 1.0906 0.0084 0.8% 1.0925
High 1.0964 1.0930 -0.0034 -0.3% 1.0944
Low 1.0804 1.0785 -0.0019 -0.2% 1.0738
Close 1.0903 1.0825 -0.0078 -0.7% 1.0740
Range 0.0160 0.0145 -0.0015 -9.4% 0.0206
ATR 0.0129 0.0130 0.0001 0.9% 0.0000
Volume 95,881 109,962 14,081 14.7% 179,133
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1282 1.1198 1.0905
R3 1.1137 1.1053 1.0865
R2 1.0992 1.0992 1.0852
R1 1.0908 1.0908 1.0838 1.0878
PP 1.0847 1.0847 1.0847 1.0831
S1 1.0763 1.0763 1.0812 1.0733
S2 1.0702 1.0702 1.0798
S3 1.0557 1.0618 1.0785
S4 1.0412 1.0473 1.0745
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 2.2% 0.0135 1.2% 40% False False 76,416
10 1.0994 1.0731 0.0263 2.4% 0.0105 1.0% 36% False False 59,852
20 1.1453 1.0731 0.0722 6.7% 0.0131 1.2% 13% False False 60,814
40 1.1789 1.0731 0.1058 9.8% 0.0125 1.2% 9% False False 30,932
60 1.1789 1.0731 0.1058 9.8% 0.0110 1.0% 9% False False 20,642
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1546
2.618 1.1310
1.618 1.1165
1.000 1.1075
0.618 1.1020
HIGH 1.0930
0.618 1.0875
0.500 1.0858
0.382 1.0840
LOW 1.0785
0.618 1.0695
1.000 1.0640
1.618 1.0550
2.618 1.0405
4.250 1.0169
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 1.0858 1.0848
PP 1.0847 1.0840
S1 1.0836 1.0833

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

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