CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 1.0906 1.0833 -0.0073 -0.7% 1.0925
High 1.0930 1.0859 -0.0071 -0.6% 1.0944
Low 1.0785 1.0710 -0.0075 -0.7% 1.0738
Close 1.0825 1.0740 -0.0085 -0.8% 1.0740
Range 0.0145 0.0149 0.0004 2.8% 0.0206
ATR 0.0130 0.0131 0.0001 1.0% 0.0000
Volume 109,962 110,659 697 0.6% 179,133
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1217 1.1127 1.0822
R3 1.1068 1.0978 1.0781
R2 1.0919 1.0919 1.0767
R1 1.0829 1.0829 1.0754 1.0800
PP 1.0770 1.0770 1.0770 1.0755
S1 1.0680 1.0680 1.0726 1.0651
S2 1.0621 1.0621 1.0713
S3 1.0472 1.0531 1.0699
S4 1.0323 1.0382 1.0658
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 1.0710 0.0254 2.4% 0.0145 1.3% 12% False True 85,915
10 1.0978 1.0710 0.0268 2.5% 0.0109 1.0% 11% False True 65,692
20 1.1453 1.0710 0.0743 6.9% 0.0128 1.2% 4% False True 65,888
40 1.1789 1.0710 0.1079 10.0% 0.0126 1.2% 3% False True 33,697
60 1.1789 1.0710 0.1079 10.0% 0.0110 1.0% 3% False True 22,485
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1492
2.618 1.1249
1.618 1.1100
1.000 1.1008
0.618 1.0951
HIGH 1.0859
0.618 1.0802
0.500 1.0785
0.382 1.0767
LOW 1.0710
0.618 1.0618
1.000 1.0561
1.618 1.0469
2.618 1.0320
4.250 1.0077
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 1.0785 1.0837
PP 1.0770 1.0805
S1 1.0755 1.0772

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

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