CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 1.1688 1.1754 0.0066 0.6% 1.1698
High 1.1688 1.1754 0.0066 0.6% 1.1747
Low 1.1688 1.1754 0.0066 0.6% 1.1688
Close 1.1688 1.1754 0.0066 0.6% 1.1688
Range
ATR 0.0050 0.0051 0.0001 2.3% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1754 1.1754 1.1754
R3 1.1754 1.1754 1.1754
R2 1.1754 1.1754 1.1754
R1 1.1754 1.1754 1.1754 1.1754
PP 1.1754 1.1754 1.1754 1.1754
S1 1.1754 1.1754 1.1754 1.1754
S2 1.1754 1.1754 1.1754
S3 1.1754 1.1754 1.1754
S4 1.1754 1.1754 1.1754
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1885 1.1845 1.1720
R3 1.1826 1.1786 1.1704
R2 1.1767 1.1767 1.1699
R1 1.1727 1.1727 1.1693 1.1718
PP 1.1708 1.1708 1.1708 1.1703
S1 1.1668 1.1668 1.1683 1.1659
S2 1.1649 1.1649 1.1677
S3 1.1590 1.1609 1.1672
S4 1.1531 1.1550 1.1656
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1754 1.1688 0.0066 0.6% 0.0000 0.0% 100% True False 1
10 1.1759 1.1635 0.0124 1.1% 0.0002 0.0% 96% False False 1
20 1.1759 1.1416 0.0343 2.9% 0.0008 0.1% 99% False False 5
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 1.1754
2.618 1.1754
1.618 1.1754
1.000 1.1754
0.618 1.1754
HIGH 1.1754
0.618 1.1754
0.500 1.1754
0.382 1.1754
LOW 1.1754
0.618 1.1754
1.000 1.1754
1.618 1.1754
2.618 1.1754
4.250 1.1754
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 1.1754 1.1743
PP 1.1754 1.1732
S1 1.1754 1.1721

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

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