CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 1.1216 1.1245 0.0029 0.3% 1.0914
High 1.1269 1.1260 -0.0009 -0.1% 1.1269
Low 1.1174 1.1176 0.0002 0.0% 1.0881
Close 1.1253 1.1230 -0.0023 -0.2% 1.1253
Range 0.0095 0.0084 -0.0011 -11.6% 0.0388
ATR 0.0124 0.0121 -0.0003 -2.3% 0.0000
Volume 153,814 95,681 -58,133 -37.8% 578,254
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1474 1.1436 1.1276
R3 1.1390 1.1352 1.1253
R2 1.1306 1.1306 1.1245
R1 1.1268 1.1268 1.1238 1.1245
PP 1.1222 1.1222 1.1222 1.1211
S1 1.1184 1.1184 1.1222 1.1161
S2 1.1138 1.1138 1.1215
S3 1.1054 1.1100 1.1207
S4 1.0970 1.1016 1.1184
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.2298 1.2164 1.1466
R3 1.1910 1.1776 1.1360
R2 1.1522 1.1522 1.1324
R1 1.1388 1.1388 1.1289 1.1455
PP 1.1134 1.1134 1.1134 1.1168
S1 1.1000 1.1000 1.1217 1.1067
S2 1.0746 1.0746 1.1182
S3 1.0358 1.0612 1.1146
S4 0.9970 1.0224 1.1040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1269 1.0954 0.0315 2.8% 0.0122 1.1% 88% False False 113,331
10 1.1269 1.0852 0.0417 3.7% 0.0120 1.1% 91% False False 120,984
20 1.1290 1.0852 0.0438 3.9% 0.0120 1.1% 86% False False 126,391
40 1.1290 1.0679 0.0611 5.4% 0.0126 1.1% 90% False False 120,071
60 1.1611 1.0679 0.0932 8.3% 0.0130 1.2% 59% False False 95,198
80 1.1789 1.0679 0.1110 9.9% 0.0122 1.1% 50% False False 71,521
100 1.1789 1.0679 0.1110 9.9% 0.0114 1.0% 50% False False 57,226
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1617
2.618 1.1480
1.618 1.1396
1.000 1.1344
0.618 1.1312
HIGH 1.1260
0.618 1.1228
0.500 1.1218
0.382 1.1208
LOW 1.1176
0.618 1.1124
1.000 1.1092
1.618 1.1040
2.618 1.0956
4.250 1.0819
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 1.1226 1.1210
PP 1.1222 1.1191
S1 1.1218 1.1171

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

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