CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 1.0969 1.0871 -0.0098 -0.9% 1.1108
High 1.1043 1.0930 -0.0113 -1.0% 1.1149
Low 1.0893 1.0852 -0.0041 -0.4% 1.0852
Close 1.0951 1.0901 -0.0050 -0.5% 1.0901
Range 0.0150 0.0078 -0.0072 -48.0% 0.0297
ATR 0.0124 0.0122 -0.0002 -1.5% 0.0000
Volume 138,931 139,643 712 0.5% 535,906
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1128 1.1093 1.0944
R3 1.1050 1.1015 1.0922
R2 1.0972 1.0972 1.0915
R1 1.0937 1.0937 1.0908 1.0955
PP 1.0894 1.0894 1.0894 1.0903
S1 1.0859 1.0859 1.0894 1.0877
S2 1.0816 1.0816 1.0887
S3 1.0738 1.0781 1.0880
S4 1.0660 1.0703 1.0858
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1858 1.1677 1.1064
R3 1.1561 1.1380 1.0983
R2 1.1264 1.1264 1.0955
R1 1.1083 1.1083 1.0928 1.1025
PP 1.0967 1.0967 1.0967 1.0939
S1 1.0786 1.0786 1.0874 1.0728
S2 1.0670 1.0670 1.0847
S3 1.0373 1.0489 1.0819
S4 1.0076 1.0192 1.0738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1164 1.0852 0.0312 2.9% 0.0117 1.1% 16% False True 124,541
10 1.1261 1.0852 0.0409 3.8% 0.0103 0.9% 12% False True 134,816
20 1.1290 1.0852 0.0438 4.0% 0.0119 1.1% 11% False True 134,530
40 1.1290 1.0679 0.0611 5.6% 0.0119 1.1% 36% False False 110,213
60 1.1789 1.0679 0.1110 10.2% 0.0133 1.2% 20% False False 84,060
80 1.1789 1.0679 0.1110 10.2% 0.0119 1.1% 20% False False 63,100
100 1.1789 1.0679 0.1110 10.2% 0.0112 1.0% 20% False False 50,488
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1262
2.618 1.1134
1.618 1.1056
1.000 1.1008
0.618 1.0978
HIGH 1.0930
0.618 1.0900
0.500 1.0891
0.382 1.0882
LOW 1.0852
0.618 1.0804
1.000 1.0774
1.618 1.0726
2.618 1.0648
4.250 1.0521
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 1.0898 1.0973
PP 1.0894 1.0949
S1 1.0891 1.0925

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

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