CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 1.0914 1.0967 0.0053 0.5% 1.1108
High 1.0988 1.1124 0.0136 1.2% 1.1149
Low 1.0881 1.0954 0.0073 0.7% 1.0852
Close 1.0967 1.1089 0.0122 1.1% 1.0901
Range 0.0107 0.0170 0.0063 58.9% 0.0297
ATR 0.0121 0.0125 0.0003 2.9% 0.0000
Volume 107,280 81,624 -25,656 -23.9% 535,906
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1566 1.1497 1.1183
R3 1.1396 1.1327 1.1136
R2 1.1226 1.1226 1.1120
R1 1.1157 1.1157 1.1105 1.1192
PP 1.1056 1.1056 1.1056 1.1073
S1 1.0987 1.0987 1.1073 1.1022
S2 1.0886 1.0886 1.1058
S3 1.0716 1.0817 1.1042
S4 1.0546 1.0647 1.0996
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 1.1124 1.0852 0.0272 2.5% 0.0132 1.2% 87% True False 117,131
10 1.1212 1.0852 0.0360 3.2% 0.0111 1.0% 66% False False 112,990
20 1.1290 1.0852 0.0438 3.9% 0.0125 1.1% 54% False False 127,329
40 1.1290 1.0679 0.0611 5.5% 0.0122 1.1% 67% False False 111,953
60 1.1789 1.0679 0.1110 10.0% 0.0135 1.2% 37% False False 87,202
80 1.1789 1.0679 0.1110 10.0% 0.0122 1.1% 37% False False 65,461
100 1.1789 1.0679 0.1110 10.0% 0.0112 1.0% 37% False False 52,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1847
2.618 1.1569
1.618 1.1399
1.000 1.1294
0.618 1.1229
HIGH 1.1124
0.618 1.1059
0.500 1.1039
0.382 1.1019
LOW 1.0954
0.618 1.0849
1.000 1.0784
1.618 1.0679
2.618 1.0509
4.250 1.0232
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 1.1072 1.1055
PP 1.1056 1.1022
S1 1.1039 1.0988

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

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