CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	1.1304	1.1221	-0.0083	-0.7%	1.1257
High	1.1350	1.1225	-0.0125	-1.1%	1.1350
Low	1.1208	1.1046	-0.0162	-1.4%	1.1046
Close	1.1229	1.1074	-0.0155	-1.4%	1.1074
Range	0.0142	0.0179	0.0037	26.1%	0.0304
ATR	0.0109	0.0115	0.0005	4.8%	0.0000
Volume	4,061	7,048	2,987	73.6%	16,321

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1652	1.1542	1.1172
R3	1.1473	1.1363	1.1123
R2	1.1294	1.1294	1.1107
R1	1.1184	1.1184	1.1090	1.1150
PP	1.1115	1.1115	1.1115	1.1098
S1	1.1005	1.1005	1.1058	1.0971
S2	1.0936	1.0936	1.1041
S3	1.0757	1.0826	1.1025
S4	1.0578	1.0647	1.0976

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2069	1.1875	1.1241
R3	1.1765	1.1571	1.1158
R2	1.1461	1.1461	1.1130
R1	1.1267	1.1267	1.1102	1.1212
PP	1.1157	1.1157	1.1157	1.1129
S1	1.0963	1.0963	1.1046	1.0908
S2	1.0853	1.0853	1.1018
S3	1.0549	1.0659	1.0990
S4	1.0245	1.0355	1.0907

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1350	1.1046	0.0304	2.7%	0.0118	1.1%	9%	False	True	3,264
10	1.1350	1.0900	0.0450	4.1%	0.0119	1.1%	39%	False	False	2,205
20	1.1350	1.0860	0.0490	4.4%	0.0103	0.9%	44%	False	False	1,254
40	1.1350	1.0693	0.0657	5.9%	0.0110	1.0%	58%	False	False	705

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1986
2.618	1.1694
1.618	1.1515
1.000	1.1404
0.618	1.1336
HIGH	1.1225
0.618	1.1157
0.500	1.1136
0.382	1.1114
LOW	1.1046
0.618	1.0935
1.000	1.0867
1.618	1.0756
2.618	1.0577
4.250	1.0285

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	1.1136	1.1198
PP	1.1115	1.1157
S1	1.1095	1.1115

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