CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 1.1138 1.1118 -0.0020 -0.2% 1.1088
High 1.1207 1.1166 -0.0041 -0.4% 1.1290
Low 1.1104 1.1095 -0.0009 -0.1% 1.0957
Close 1.1125 1.1144 0.0019 0.2% 1.1216
Range 0.0103 0.0071 -0.0032 -31.1% 0.0333
ATR 0.0127 0.0123 -0.0004 -3.1% 0.0000
Volume 123,266 121,961 -1,305 -1.1% 723,738
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1348 1.1317 1.1183
R3 1.1277 1.1246 1.1164
R2 1.1206 1.1206 1.1157
R1 1.1175 1.1175 1.1151 1.1191
PP 1.1135 1.1135 1.1135 1.1143
S1 1.1104 1.1104 1.1137 1.1120
S2 1.1064 1.1064 1.1131
S3 1.0993 1.1033 1.1124
S4 1.0922 1.0962 1.1105
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 1.1261 1.1095 0.0166 1.5% 0.0088 0.8% 30% False True 145,092
10 1.1290 1.0957 0.0333 3.0% 0.0126 1.1% 56% False False 137,569
20 1.1290 1.0867 0.0423 3.8% 0.0122 1.1% 65% False False 130,732
40 1.1330 1.0679 0.0651 5.8% 0.0123 1.1% 71% False False 105,571
60 1.1789 1.0679 0.1110 10.0% 0.0130 1.2% 42% False False 73,702
80 1.1789 1.0679 0.1110 10.0% 0.0115 1.0% 42% False False 55,320
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1468
2.618 1.1352
1.618 1.1281
1.000 1.1237
0.618 1.1210
HIGH 1.1166
0.618 1.1139
0.500 1.1131
0.382 1.1122
LOW 1.1095
0.618 1.1051
1.000 1.1024
1.618 1.0980
2.618 1.0909
4.250 1.0793
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 1.1140 1.1154
PP 1.1135 1.1150
S1 1.1131 1.1147

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

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