CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 1.0736 1.0728 -0.0008 -0.1% 1.0565
High 1.0778 1.0774 -0.0004 0.0% 1.0777
Low 1.0673 1.0697 0.0024 0.2% 1.0565
Close 1.0742 1.0745 0.0003 0.0% 1.0727
Range 0.0105 0.0077 -0.0028 -26.7% 0.0212
ATR 0.0097 0.0096 -0.0001 -1.5% 0.0000
Volume 125,094 121,501 -3,593 -2.9% 401,443
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0970 1.0934 1.0787
R3 1.0893 1.0857 1.0766
R2 1.0816 1.0816 1.0759
R1 1.0780 1.0780 1.0752 1.0798
PP 1.0739 1.0739 1.0739 1.0748
S1 1.0703 1.0703 1.0738 1.0721
S2 1.0662 1.0662 1.0731
S3 1.0585 1.0626 1.0724
S4 1.0508 1.0549 1.0703
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1326 1.1238 1.0844
R3 1.1114 1.1026 1.0785
R2 1.0902 1.0902 1.0766
R1 1.0814 1.0814 1.0746 1.0858
PP 1.0690 1.0690 1.0690 1.0712
S1 1.0602 1.0602 1.0708 1.0646
S2 1.0478 1.0478 1.0688
S3 1.0266 1.0390 1.0669
S4 1.0054 1.0178 1.0610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0807 1.0667 0.0140 1.3% 0.0085 0.8% 56% False False 102,968
10 1.0807 1.0565 0.0242 2.3% 0.0087 0.8% 74% False False 96,154
20 1.1148 1.0565 0.0583 5.4% 0.0097 0.9% 31% False False 99,402
40 1.1350 1.0565 0.0785 7.3% 0.0100 0.9% 23% False False 62,768
60 1.1350 1.0565 0.0785 7.3% 0.0102 1.0% 23% False False 41,908
80 1.1350 1.0565 0.0785 7.3% 0.0099 0.9% 23% False False 31,460
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1101
2.618 1.0976
1.618 1.0899
1.000 1.0851
0.618 1.0822
HIGH 1.0774
0.618 1.0745
0.500 1.0736
0.382 1.0726
LOW 1.0697
0.618 1.0649
1.000 1.0620
1.618 1.0572
2.618 1.0495
4.250 1.0370
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 1.0742 1.0743
PP 1.0739 1.0742
S1 1.0736 1.0740

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

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