CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 1.1216 1.1266 0.0050 0.4% 1.0914
High 1.1294 1.1323 0.0029 0.3% 1.1269
Low 1.1188 1.1236 0.0048 0.4% 1.0881
Close 1.1280 1.1314 0.0034 0.3% 1.1253
Range 0.0106 0.0087 -0.0019 -17.9% 0.0388
ATR 0.0120 0.0118 -0.0002 -2.0% 0.0000
Volume 78,836 97,724 18,888 24.0% 578,254
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1552 1.1520 1.1362
R3 1.1465 1.1433 1.1338
R2 1.1378 1.1378 1.1330
R1 1.1346 1.1346 1.1322 1.1362
PP 1.1291 1.1291 1.1291 1.1299
S1 1.1259 1.1259 1.1306 1.1275
S2 1.1204 1.1204 1.1298
S3 1.1117 1.1172 1.1290
S4 1.1030 1.1085 1.1266
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 1.1323 1.1073 0.0250 2.2% 0.0112 1.0% 96% True False 103,700
10 1.1323 1.0852 0.0471 4.2% 0.0114 1.0% 98% True False 112,906
20 1.1323 1.0852 0.0471 4.2% 0.0120 1.1% 98% True False 122,488
40 1.1323 1.0679 0.0644 5.7% 0.0124 1.1% 99% True False 121,658
60 1.1453 1.0679 0.0774 6.8% 0.0129 1.1% 82% False False 98,022
80 1.1789 1.0679 0.1110 9.8% 0.0122 1.1% 57% False False 73,727
100 1.1789 1.0679 0.1110 9.8% 0.0114 1.0% 57% False False 58,991
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1693
2.618 1.1551
1.618 1.1464
1.000 1.1410
0.618 1.1377
HIGH 1.1323
0.618 1.1290
0.500 1.1280
0.382 1.1269
LOW 1.1236
0.618 1.1182
1.000 1.1149
1.618 1.1095
2.618 1.1008
4.250 1.0866
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 1.1303 1.1293
PP 1.1291 1.1271
S1 1.1280 1.1250

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

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