CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 1.0833 1.0690 -0.0143 -1.3% 1.0763
High 1.0859 1.0843 -0.0016 -0.1% 1.0964
Low 1.0710 1.0679 -0.0031 -0.3% 1.0679
Close 1.0740 1.0801 0.0061 0.6% 1.0801
Range 0.0149 0.0164 0.0015 10.1% 0.0285
ATR 0.0131 0.0134 0.0002 1.8% 0.0000
Volume 110,659 111,567 908 0.8% 480,525
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1266 1.1198 1.0891
R3 1.1102 1.1034 1.0846
R2 1.0938 1.0938 1.0831
R1 1.0870 1.0870 1.0816 1.0904
PP 1.0774 1.0774 1.0774 1.0792
S1 1.0706 1.0706 1.0786 1.0740
S2 1.0610 1.0610 1.0771
S3 1.0446 1.0542 1.0756
S4 1.0282 1.0378 1.0711
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1670 1.1520 1.0958
R3 1.1385 1.1235 1.0879
R2 1.1100 1.1100 1.0853
R1 1.0950 1.0950 1.0827 1.1025
PP 1.0815 1.0815 1.0815 1.0852
S1 1.0665 1.0665 1.0775 1.0740
S2 1.0530 1.0530 1.0749
S3 1.0245 1.0380 1.0723
S4 0.9960 1.0095 1.0644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0964 1.0679 0.0285 2.6% 0.0148 1.4% 43% False True 96,105
10 1.0978 1.0679 0.0299 2.8% 0.0119 1.1% 41% False True 70,147
20 1.1453 1.0679 0.0774 7.2% 0.0128 1.2% 16% False True 70,759
40 1.1789 1.0679 0.1110 10.3% 0.0130 1.2% 11% False True 36,485
60 1.1789 1.0679 0.1110 10.3% 0.0111 1.0% 11% False True 24,344
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 0.0024
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1540
2.618 1.1272
1.618 1.1108
1.000 1.1007
0.618 1.0944
HIGH 1.0843
0.618 1.0780
0.500 1.0761
0.382 1.0742
LOW 1.0679
0.618 1.0578
1.000 1.0515
1.618 1.0414
2.618 1.0250
4.250 0.9982
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 1.0788 1.0805
PP 1.0774 1.0803
S1 1.0761 1.0802

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

View Archives - Comment on this page... - Back to Index of Symbols