CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 1.1121 1.1063 -0.0058 -0.5% 1.1040
High 1.1124 1.1194 0.0070 0.6% 1.1141
Low 1.1085 1.1063 -0.0022 -0.2% 1.0896
Close 1.1088 1.1156 0.0068 0.6% 1.1138
Range 0.0039 0.0131 0.0092 235.9% 0.0245
ATR 0.0099 0.0101 0.0002 2.3% 0.0000
Volume 217 48 -169 -77.9% 390
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1531 1.1474 1.1228
R3 1.1400 1.1343 1.1192
R2 1.1269 1.1269 1.1180
R1 1.1212 1.1212 1.1168 1.1241
PP 1.1138 1.1138 1.1138 1.1152
S1 1.1081 1.1081 1.1144 1.1110
S2 1.1007 1.1007 1.1132
S3 1.0876 1.0950 1.1120
S4 1.0745 1.0819 1.1084
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.1793 1.1711 1.1273
R3 1.1548 1.1466 1.1205
R2 1.1303 1.1303 1.1183
R1 1.1221 1.1221 1.1160 1.1262
PP 1.1058 1.1058 1.1058 1.1079
S1 1.0976 1.0976 1.1116 1.1017
S2 1.0813 1.0813 1.1093
S3 1.0568 1.0731 1.1071
S4 1.0323 1.0486 1.1003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1194 1.0896 0.0298 2.7% 0.0102 0.9% 87% True False 120
10 1.1194 1.0839 0.0355 3.2% 0.0102 0.9% 89% True False 115
20 1.1194 1.0693 0.0501 4.5% 0.0096 0.9% 92% True False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1751
2.618 1.1537
1.618 1.1406
1.000 1.1325
0.618 1.1275
HIGH 1.1194
0.618 1.1144
0.500 1.1129
0.382 1.1113
LOW 1.1063
0.618 1.0982
1.000 1.0932
1.618 1.0851
2.618 1.0720
4.250 1.0506
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 1.1147 1.1147
PP 1.1138 1.1138
S1 1.1129 1.1129

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.