CME Japanese Yen Future September 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 1.1211 1.1243 0.0032 0.3% 1.0982
High 1.1211 1.1243 0.0032 0.3% 1.1242
Low 1.1211 1.1243 0.0032 0.3% 1.0982
Close 1.1267 1.1243 -0.0024 -0.2% 1.1267
Range
ATR 0.0055 0.0053 -0.0002 -4.0% 0.0000
Volume 2 1 -1 -50.0% 38
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1243 1.1243 1.1243
R3 1.1243 1.1243 1.1243
R2 1.1243 1.1243 1.1243
R1 1.1243 1.1243 1.1243 1.1243
PP 1.1243 1.1243 1.1243 1.1243
S1 1.1243 1.1243 1.1243 1.1243
S2 1.1243 1.1243 1.1243
S3 1.1243 1.1243 1.1243
S4 1.1243 1.1243 1.1243
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.1944 1.1865 1.1410
R3 1.1684 1.1605 1.1339
R2 1.1424 1.1424 1.1315
R1 1.1345 1.1345 1.1291 1.1385
PP 1.1164 1.1164 1.1164 1.1183
S1 1.1085 1.1085 1.1243 1.1125
S2 1.0904 1.0904 1.1219
S3 1.0644 1.0825 1.1196
S4 1.0384 1.0565 1.1124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1243 1.1108 0.0135 1.2% 0.0011 0.1% 100% True False 4
10 1.1243 1.0917 0.0326 2.9% 0.0006 0.1% 100% True False 9
20 1.1262 1.0917 0.0345 3.1% 0.0004 0.0% 94% False False 9
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1243
2.618 1.1243
1.618 1.1243
1.000 1.1243
0.618 1.1243
HIGH 1.1243
0.618 1.1243
0.500 1.1243
0.382 1.1243
LOW 1.1243
0.618 1.1243
1.000 1.1243
1.618 1.1243
2.618 1.1243
4.250 1.1243
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 1.1243 1.1233
PP 1.1243 1.1224
S1 1.1243 1.1214

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

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