CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 1.0885 1.0804 -0.0081 -0.7% 1.1083
High 1.0885 1.0804 -0.0081 -0.7% 1.1115
Low 1.0885 1.0804 -0.0081 -0.7% 1.1080
Close 1.0885 1.0804 -0.0081 -0.7% 1.1080
Range
ATR 0.0049 0.0051 0.0002 4.8% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0804 1.0804 1.0804
R3 1.0804 1.0804 1.0804
R2 1.0804 1.0804 1.0804
R1 1.0804 1.0804 1.0804 1.0804
PP 1.0804 1.0804 1.0804 1.0804
S1 1.0804 1.0804 1.0804 1.0804
S2 1.0804 1.0804 1.0804
S3 1.0804 1.0804 1.0804
S4 1.0804 1.0804 1.0804
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1197 1.1173 1.1099
R3 1.1162 1.1138 1.1090
R2 1.1127 1.1127 1.1086
R1 1.1103 1.1103 1.1083 1.1098
PP 1.1092 1.1092 1.1092 1.1089
S1 1.1068 1.1068 1.1077 1.1063
S2 1.1057 1.1057 1.1074
S3 1.1022 1.1033 1.1070
S4 1.0987 1.0998 1.1061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1124 1.0804 0.0320 3.0% 0.0000 0.0% 0% False True 1
10 1.1124 1.0804 0.0320 3.0% 0.0001 0.0% 0% False True 1
20 1.1338 1.0804 0.0534 4.9% 0.0000 0.0% 0% False True 1
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 1.0804
2.618 1.0804
1.618 1.0804
1.000 1.0804
0.618 1.0804
HIGH 1.0804
0.618 1.0804
0.500 1.0804
0.382 1.0804
LOW 1.0804
0.618 1.0804
1.000 1.0804
1.618 1.0804
2.618 1.0804
4.250 1.0804
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 1.0804 1.0946
PP 1.0804 1.0898
S1 1.0804 1.0851

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

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