CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 1.0737 1.0635 -0.0102 -0.9% 1.0919
High 1.0737 1.0635 -0.0102 -0.9% 1.0930
Low 1.0737 1.0635 -0.0102 -0.9% 1.0635
Close 1.0737 1.0661 -0.0076 -0.7% 1.0661
Range
ATR 0.0040 0.0045 0.0004 11.0% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0644 1.0652 1.0661
R3 1.0644 1.0652 1.0661
R2 1.0644 1.0644 1.0661
R1 1.0652 1.0652 1.0661 1.0648
PP 1.0644 1.0644 1.0644 1.0642
S1 1.0652 1.0652 1.0661 1.0648
S2 1.0644 1.0644 1.0661
S3 1.0644 1.0652 1.0661
S4 1.0644 1.0652 1.0661
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.1627 1.1439 1.0823
R3 1.1332 1.1144 1.0742
R2 1.1037 1.1037 1.0715
R1 1.0849 1.0849 1.0688 1.0796
PP 1.0742 1.0742 1.0742 1.0715
S1 1.0554 1.0554 1.0634 1.0501
S2 1.0447 1.0447 1.0607
S3 1.0152 1.0259 1.0580
S4 0.9857 0.9964 1.0499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0930 1.0635 0.0295 2.8% 0.0002 0.0% 9% False True 1
10 1.0930 1.0635 0.0295 2.8% 0.0004 0.0% 9% False True 2
20 1.0930 1.0588 0.0342 3.2% 0.0006 0.1% 21% False False 3
40 1.1338 1.0588 0.0750 7.0% 0.0003 0.0% 10% False False 2
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 1.0635
2.618 1.0635
1.618 1.0635
1.000 1.0635
0.618 1.0635
HIGH 1.0635
0.618 1.0635
0.500 1.0635
0.382 1.0635
LOW 1.0635
0.618 1.0635
1.000 1.0635
1.618 1.0635
2.618 1.0635
4.250 1.0635
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 1.0652 1.0705
PP 1.0644 1.0690
S1 1.0635 1.0676

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

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