CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 1.0992 1.1218 0.0226 2.1% 1.1088
High 1.1290 1.1261 -0.0029 -0.3% 1.1290
Low 1.0981 1.1126 0.0145 1.3% 1.0957
Close 1.1215 1.1216 0.0001 0.0% 1.1216
Range 0.0309 0.0135 -0.0174 -56.3% 0.0333
ATR 0.0139 0.0138 0.0000 -0.2% 0.0000
Volume 150,164 218,018 67,854 45.2% 723,738
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1606 1.1546 1.1290
R3 1.1471 1.1411 1.1253
R2 1.1336 1.1336 1.1241
R1 1.1276 1.1276 1.1228 1.1239
PP 1.1201 1.1201 1.1201 1.1182
S1 1.1141 1.1141 1.1204 1.1104
S2 1.1066 1.1066 1.1191
S3 1.0931 1.1006 1.1179
S4 1.0796 1.0871 1.1142
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.2153 1.2018 1.1399
R3 1.1820 1.1685 1.1308
R2 1.1487 1.1487 1.1277
R1 1.1352 1.1352 1.1247 1.1420
PP 1.1154 1.1154 1.1154 1.1188
S1 1.1019 1.1019 1.1185 1.1087
S2 1.0821 1.0821 1.1155
S3 1.0488 1.0686 1.1124
S4 1.0155 1.0353 1.1033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1290 1.0957 0.0333 3.0% 0.0157 1.4% 78% False False 144,747
10 1.1290 1.0957 0.0333 3.0% 0.0140 1.3% 78% False False 137,792
20 1.1290 1.0679 0.0611 5.4% 0.0135 1.2% 88% False False 128,460
40 1.1453 1.0679 0.0774 6.9% 0.0131 1.2% 69% False False 97,174
60 1.1789 1.0679 0.1110 9.9% 0.0129 1.1% 48% False False 65,285
80 1.1789 1.0679 0.1110 9.9% 0.0116 1.0% 48% False False 48,979
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1835
2.618 1.1614
1.618 1.1479
1.000 1.1396
0.618 1.1344
HIGH 1.1261
0.618 1.1209
0.500 1.1194
0.382 1.1178
LOW 1.1126
0.618 1.1043
1.000 1.0991
1.618 1.0908
2.618 1.0773
4.250 1.0552
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 1.1209 1.1185
PP 1.1201 1.1154
S1 1.1194 1.1124

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

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