CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 1.1089 1.0969 -0.0120 -1.1% 1.1213
High 1.1094 1.1043 -0.0051 -0.5% 1.1220
Low 1.0939 1.0893 -0.0046 -0.4% 1.1060
Close 1.0974 1.0951 -0.0023 -0.2% 1.1119
Range 0.0155 0.0150 -0.0005 -3.2% 0.0160
ATR 0.0122 0.0124 0.0002 1.6% 0.0000
Volume 118,181 138,931 20,750 17.6% 594,241
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1412 1.1332 1.1034
R3 1.1262 1.1182 1.0992
R2 1.1112 1.1112 1.0979
R1 1.1032 1.1032 1.0965 1.0997
PP 1.0962 1.0962 1.0962 1.0945
S1 1.0882 1.0882 1.0937 1.0847
S2 1.0812 1.0812 1.0924
S3 1.0662 1.0732 1.0910
S4 1.0512 1.0582 1.0869
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1613 1.1526 1.1207
R3 1.1453 1.1366 1.1163
R2 1.1293 1.1293 1.1148
R1 1.1206 1.1206 1.1134 1.1170
PP 1.1133 1.1133 1.1133 1.1115
S1 1.1046 1.1046 1.1104 1.1010
S2 1.0973 1.0973 1.1090
S3 1.0813 1.0886 1.1075
S4 1.0653 1.0726 1.1031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1166 1.0893 0.0273 2.5% 0.0116 1.1% 21% False True 121,004
10 1.1290 1.0893 0.0397 3.6% 0.0126 1.1% 15% False True 135,868
20 1.1290 1.0886 0.0404 3.7% 0.0126 1.2% 16% False False 132,673
40 1.1290 1.0679 0.0611 5.6% 0.0124 1.1% 45% False False 109,217
60 1.1789 1.0679 0.1110 10.1% 0.0133 1.2% 25% False False 81,735
80 1.1789 1.0679 0.1110 10.1% 0.0119 1.1% 25% False False 61,355
100 1.1789 1.0679 0.1110 10.1% 0.0112 1.0% 25% False False 49,092
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1681
2.618 1.1436
1.618 1.1286
1.000 1.1193
0.618 1.1136
HIGH 1.1043
0.618 1.0986
0.500 1.0968
0.382 1.0950
LOW 1.0893
0.618 1.0800
1.000 1.0743
1.618 1.0650
2.618 1.0500
4.250 1.0256
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 1.0968 1.1021
PP 1.0962 1.0998
S1 1.0957 1.0974

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

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