CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 1.1698 1.1716 0.0018 0.2% 1.1672
High 1.1698 1.1716 0.0018 0.2% 1.1759
Low 1.1698 1.1716 0.0018 0.2% 1.1635
Close 1.1752 1.1716 -0.0036 -0.3% 1.1626
Range
ATR 0.0056 0.0054 -0.0001 -2.5% 0.0000
Volume 5 1 -4 -80.0% 5
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1716 1.1716 1.1716
R3 1.1716 1.1716 1.1716
R2 1.1716 1.1716 1.1716
R1 1.1716 1.1716 1.1716 1.1716
PP 1.1716 1.1716 1.1716 1.1716
S1 1.1716 1.1716 1.1716 1.1716
S2 1.1716 1.1716 1.1716
S3 1.1716 1.1716 1.1716
S4 1.1716 1.1716 1.1716
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2045 1.1960 1.1694
R3 1.1921 1.1836 1.1660
R2 1.1797 1.1797 1.1649
R1 1.1712 1.1712 1.1637 1.1693
PP 1.1673 1.1673 1.1673 1.1664
S1 1.1588 1.1588 1.1615 1.1569
S2 1.1549 1.1549 1.1603
S3 1.1425 1.1464 1.1592
S4 1.1301 1.1340 1.1558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1759 1.1635 0.0124 1.1% 0.0004 0.0% 65% False False 1
10 1.1759 1.1610 0.0149 1.3% 0.0011 0.1% 71% False False 6
20 1.1759 1.1416 0.0343 2.9% 0.0008 0.1% 87% False False 6
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 0.0004
Fibonacci Retracements and Extensions
4.250 1.1716
2.618 1.1716
1.618 1.1716
1.000 1.1716
0.618 1.1716
HIGH 1.1716
0.618 1.1716
0.500 1.1716
0.382 1.1716
LOW 1.1716
0.618 1.1716
1.000 1.1716
1.618 1.1716
2.618 1.1716
4.250 1.1716
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 1.1716 1.1703
PP 1.1716 1.1689
S1 1.1716 1.1676

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

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