CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 1.0877 1.0825 -0.0052 -0.5% 1.0742
High 1.0923 1.0828 -0.0095 -0.9% 1.0887
Low 1.0819 1.0711 -0.0108 -1.0% 1.0673
Close 1.0825 1.0734 -0.0091 -0.8% 1.0859
Range 0.0104 0.0117 0.0013 12.5% 0.0214
ATR 0.0100 0.0101 0.0001 1.2% 0.0000
Volume 185,166 98,585 -86,581 -46.8% 508,490
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1109 1.1038 1.0798
R3 1.0992 1.0921 1.0766
R2 1.0875 1.0875 1.0755
R1 1.0804 1.0804 1.0745 1.0781
PP 1.0758 1.0758 1.0758 1.0746
S1 1.0687 1.0687 1.0723 1.0664
S2 1.0641 1.0641 1.0713
S3 1.0524 1.0570 1.0702
S4 1.0407 1.0453 1.0670
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1448 1.1368 1.0977
R3 1.1234 1.1154 1.0918
R2 1.1020 1.1020 1.0898
R1 1.0940 1.0940 1.0879 1.0980
PP 1.0806 1.0806 1.0806 1.0827
S1 1.0726 1.0726 1.0839 1.0766
S2 1.0592 1.0592 1.0820
S3 1.0378 1.0512 1.0800
S4 1.0164 1.0298 1.0741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0923 1.0673 0.0250 2.3% 0.0110 1.0% 24% False False 126,057
10 1.0923 1.0612 0.0311 2.9% 0.0099 0.9% 39% False False 111,272
20 1.1108 1.0565 0.0543 5.1% 0.0100 0.9% 31% False False 103,701
40 1.1350 1.0565 0.0785 7.3% 0.0102 0.9% 22% False False 72,329
60 1.1350 1.0565 0.0785 7.3% 0.0103 1.0% 22% False False 48,297
80 1.1350 1.0565 0.0785 7.3% 0.0099 0.9% 22% False False 36,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1325
2.618 1.1134
1.618 1.1017
1.000 1.0945
0.618 1.0900
HIGH 1.0828
0.618 1.0783
0.500 1.0770
0.382 1.0756
LOW 1.0711
0.618 1.0639
1.000 1.0594
1.618 1.0522
2.618 1.0405
4.250 1.0214
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 1.0770 1.0817
PP 1.0758 1.0789
S1 1.0746 1.0762

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

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