CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 1.1901 1.1868 -0.0033 -0.3% 1.1837
High 1.1901 1.1868 -0.0033 -0.3% 1.1912
Low 1.1901 1.1868 -0.0033 -0.3% 1.1837
Close 1.1901 1.1868 -0.0033 -0.3% 1.1868
Range
ATR 0.0065 0.0063 -0.0002 -3.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.1868 1.1868 1.1868
R3 1.1868 1.1868 1.1868
R2 1.1868 1.1868 1.1868
R1 1.1868 1.1868 1.1868 1.1868
PP 1.1868 1.1868 1.1868 1.1868
S1 1.1868 1.1868 1.1868 1.1868
S2 1.1868 1.1868 1.1868
S3 1.1868 1.1868 1.1868
S4 1.1868 1.1868 1.1868
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2097 1.2058 1.1909
R3 1.2022 1.1983 1.1889
R2 1.1947 1.1947 1.1882
R1 1.1908 1.1908 1.1875 1.1928
PP 1.1872 1.1872 1.1872 1.1882
S1 1.1833 1.1833 1.1861 1.1853
S2 1.1797 1.1797 1.1854
S3 1.1722 1.1758 1.1847
S4 1.1647 1.1683 1.1827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1912 1.1837 0.0075 0.6% 0.0000 0.0% 41% False False 1
10 1.1947 1.1754 0.0193 1.6% 0.0013 0.1% 59% False False 5
20 1.1947 1.1635 0.0312 2.6% 0.0008 0.1% 75% False False 3
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1868
2.618 1.1868
1.618 1.1868
1.000 1.1868
0.618 1.1868
HIGH 1.1868
0.618 1.1868
0.500 1.1868
0.382 1.1868
LOW 1.1868
0.618 1.1868
1.000 1.1868
1.618 1.1868
2.618 1.1868
4.250 1.1868
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 1.1868 1.1884
PP 1.1868 1.1878
S1 1.1868 1.1873

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

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