CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 1.1213 1.1207 -0.0006 -0.1% 1.1088
High 1.1220 1.1212 -0.0008 -0.1% 1.1290
Low 1.1167 1.1136 -0.0031 -0.3% 1.0957
Close 1.1193 1.1157 -0.0036 -0.3% 1.1216
Range 0.0053 0.0076 0.0023 43.4% 0.0333
ATR 0.0132 0.0128 -0.0004 -3.0% 0.0000
Volume 189,145 73,070 -116,075 -61.4% 723,738
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1396 1.1353 1.1199
R3 1.1320 1.1277 1.1178
R2 1.1244 1.1244 1.1171
R1 1.1201 1.1201 1.1164 1.1185
PP 1.1168 1.1168 1.1168 1.1160
S1 1.1125 1.1125 1.1150 1.1109
S2 1.1092 1.1092 1.1143
S3 1.1016 1.1049 1.1136
S4 1.0940 1.0973 1.1115
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% 0.0144 1.3% 60% False False 146,267
10 1.1290 1.0957 0.0333 3.0% 0.0131 1.2% 60% False False 141,634
20 1.1290 1.0821 0.0469 4.2% 0.0128 1.1% 72% False False 129,109
40 1.1405 1.0679 0.0726 6.5% 0.0126 1.1% 66% False False 102,758
60 1.1789 1.0679 0.1110 9.9% 0.0130 1.2% 43% False False 69,654
80 1.1789 1.0679 0.1110 9.9% 0.0116 1.0% 43% False False 52,256
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1535
2.618 1.1411
1.618 1.1335
1.000 1.1288
0.618 1.1259
HIGH 1.1212
0.618 1.1183
0.500 1.1174
0.382 1.1165
LOW 1.1136
0.618 1.1089
1.000 1.1060
1.618 1.1013
2.618 1.0937
4.250 1.0813
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 1.1174 1.1194
PP 1.1168 1.1181
S1 1.1163 1.1169

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

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