CME Japanese Yen Future December 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	1.1304	1.1338	0.0034	0.3%	1.0997
High	1.1304	1.1338	0.0034	0.3%	1.1246
Low	1.1304	1.1338	0.0034	0.3%	1.0997
Close	1.1304	1.1338	0.0034	0.3%	1.1280
Range
ATR	0.0044	0.0043	-0.0001	-1.6%	0.0000
Volume	1	1	0	0.0%	25

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1338	1.1338	1.1338
R3	1.1338	1.1338	1.1338
R2	1.1338	1.1338	1.1338
R1	1.1338	1.1338	1.1338	1.1338
PP	1.1338	1.1338	1.1338	1.1338
S1	1.1338	1.1338	1.1338	1.1338
S2	1.1338	1.1338	1.1338
S3	1.1338	1.1338	1.1338
S4	1.1338	1.1338	1.1338

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1921	1.1850	1.1417
R3	1.1672	1.1601	1.1348
R2	1.1423	1.1423	1.1326
R1	1.1352	1.1352	1.1303	1.1388
PP	1.1174	1.1174	1.1174	1.1192
S1	1.1103	1.1103	1.1257	1.1139
S2	1.0925	1.0925	1.1234
S3	1.0676	1.0854	1.1212
S4	1.0427	1.0605	1.1143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1338	1.1205	0.0133	1.2%	0.0000	0.0%	100%	True	False	2
10	1.1338	1.0932	0.0406	3.6%	0.0000	0.0%	100%	True	False	3

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	1.1338
2.618	1.1338
1.618	1.1338
1.000	1.1338
0.618	1.1338
HIGH	1.1338
0.618	1.1338
0.500	1.1338
0.382	1.1338
LOW	1.1338
0.618	1.1338
1.000	1.1338
1.618	1.1338
2.618	1.1338
4.250	1.1338

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	1.1338	1.1324
PP	1.1338	1.1310
S1	1.1338	1.1297

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