CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 1.2073 1.2160 0.0087 0.7% 1.2024
High 1.2200 1.2254 0.0054 0.4% 1.2254
Low 1.2073 1.2141 0.0068 0.6% 1.1931
Close 1.2167 1.2209 0.0042 0.3% 1.2209
Range 0.0127 0.0113 -0.0014 -11.0% 0.0323
ATR 0.0084 0.0086 0.0002 2.5% 0.0000
Volume 53 213 160 301.9% 445
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2540 1.2488 1.2271
R3 1.2427 1.2375 1.2240
R2 1.2314 1.2314 1.2230
R1 1.2262 1.2262 1.2219 1.2288
PP 1.2201 1.2201 1.2201 1.2215
S1 1.2149 1.2149 1.2199 1.2175
S2 1.2088 1.2088 1.2188
S3 1.1975 1.2036 1.2178
S4 1.1862 1.1923 1.2147
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3100 1.2978 1.2387
R3 1.2777 1.2655 1.2298
R2 1.2454 1.2454 1.2268
R1 1.2332 1.2332 1.2239 1.2393
PP 1.2131 1.2131 1.2131 1.2162
S1 1.2009 1.2009 1.2179 1.2070
S2 1.1808 1.1808 1.2150
S3 1.1485 1.1686 1.2120
S4 1.1162 1.1363 1.2031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2254 1.1931 0.0323 2.6% 0.0104 0.8% 86% True False 89
10 1.2254 1.1873 0.0381 3.1% 0.0076 0.6% 88% True False 76
20 1.2254 1.1666 0.0588 4.8% 0.0092 0.8% 92% True False 116
40 1.2254 1.1635 0.0619 5.1% 0.0053 0.4% 93% True False 61
60 1.2254 1.1416 0.0838 6.9% 0.0038 0.3% 95% True False 43
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 False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2734
2.618 1.2550
1.618 1.2437
1.000 1.2367
0.618 1.2324
HIGH 1.2254
0.618 1.2211
0.500 1.2198
0.382 1.2184
LOW 1.2141
0.618 1.2071
1.000 1.2028
1.618 1.1958
2.618 1.1845
4.250 1.1661
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 1.2205 1.2191
PP 1.2201 1.2173
S1 1.2198 1.2155

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

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