CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 1.0888 1.0919 0.0031 0.3% 1.0757
High 1.0888 1.0930 0.0042 0.4% 1.0888
Low 1.0873 1.0919 0.0046 0.4% 1.0757
Close 1.0879 1.0846 -0.0033 -0.3% 1.0879
Range 0.0015 0.0011 -0.0004 -26.7% 0.0131
ATR 0.0042 0.0042 0.0001 1.6% 0.0000
Volume 4 3 -1 -25.0% 16
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0931 1.0900 1.0852
R3 1.0920 1.0889 1.0849
R2 1.0909 1.0909 1.0848
R1 1.0878 1.0878 1.0847 1.0888
PP 1.0898 1.0898 1.0898 1.0904
S1 1.0867 1.0867 1.0845 1.0877
S2 1.0887 1.0887 1.0844
S3 1.0876 1.0856 1.0843
S4 1.0865 1.0845 1.0840
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1234 1.1188 1.0951
R3 1.1103 1.1057 1.0915
R2 1.0972 1.0972 1.0903
R1 1.0926 1.0926 1.0891 1.0949
PP 1.0841 1.0841 1.0841 1.0853
S1 1.0795 1.0795 1.0867 1.0818
S2 1.0710 1.0710 1.0855
S3 1.0579 1.0664 1.0843
S4 1.0448 1.0533 1.0807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0930 1.0763 0.0167 1.5% 0.0007 0.1% 50% True False 3
10 1.0930 1.0650 0.0280 2.6% 0.0006 0.1% 70% True False 5
20 1.1087 1.0588 0.0499 4.6% 0.0006 0.1% 52% False False 3
40 1.1338 1.0588 0.0750 6.9% 0.0003 0.0% 34% False False 2
Crabel Price Patterns
NR True
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 True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0977
2.618 1.0959
1.618 1.0948
1.000 1.0941
0.618 1.0937
HIGH 1.0930
0.618 1.0926
0.500 1.0925
0.382 1.0923
LOW 1.0919
0.618 1.0912
1.000 1.0908
1.618 1.0901
2.618 1.0890
4.250 1.0872
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 1.0925 1.0848
PP 1.0898 1.0847
S1 1.0872 1.0847

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

View Archives - Comment on this page... - Back to Index of Symbols