CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 1.1121 1.1083 -0.0038 -0.3% 1.1002
High 1.1137 1.1196 0.0059 0.5% 1.1141
Low 1.1071 1.1044 -0.0027 -0.2% 1.0886
Close 1.1081 1.1150 0.0069 0.6% 1.1132
Range 0.0066 0.0152 0.0086 130.3% 0.0255
ATR 0.0125 0.0127 0.0002 1.5% 0.0000
Volume 150,399 73,399 -77,000 -51.2% 509,306
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1586 1.1520 1.1234
R3 1.1434 1.1368 1.1192
R2 1.1282 1.1282 1.1178
R1 1.1216 1.1216 1.1164 1.1249
PP 1.1130 1.1130 1.1130 1.1147
S1 1.1064 1.1064 1.1136 1.1097
S2 1.0978 1.0978 1.1122
S3 1.0826 1.0912 1.1108
S4 1.0674 1.0760 1.1066
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1818 1.1730 1.1272
R3 1.1563 1.1475 1.1202
R2 1.1308 1.1308 1.1179
R1 1.1220 1.1220 1.1155 1.1264
PP 1.1053 1.1053 1.1053 1.1075
S1 1.0965 1.0965 1.1109 1.1009
S2 1.0798 1.0798 1.1085
S3 1.0543 1.0710 1.1062
S4 1.0288 1.0455 1.0992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1196 1.0886 0.0310 2.8% 0.0122 1.1% 85% True False 128,189
10 1.1196 1.0821 0.0375 3.4% 0.0125 1.1% 88% True False 116,583
20 1.1196 1.0679 0.0517 4.6% 0.0123 1.1% 91% True False 98,158
40 1.1789 1.0679 0.1110 10.0% 0.0142 1.3% 42% False False 68,967
60 1.1789 1.0679 0.1110 10.0% 0.0123 1.1% 42% False False 46,061
80 1.1789 1.0679 0.1110 10.0% 0.0110 1.0% 42% False False 34,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1842
2.618 1.1594
1.618 1.1442
1.000 1.1348
0.618 1.1290
HIGH 1.1196
0.618 1.1138
0.500 1.1120
0.382 1.1102
LOW 1.1044
0.618 1.0950
1.000 1.0892
1.618 1.0798
2.618 1.0646
4.250 1.0398
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 1.1140 1.1140
PP 1.1130 1.1130
S1 1.1120 1.1120

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

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