CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 1.1300 1.1222 -0.0078 -0.7% 1.1245
High 1.1346 1.1224 -0.0122 -1.1% 1.1346
Low 1.1203 1.1038 -0.0165 -1.5% 1.1038
Close 1.1224 1.1068 -0.0156 -1.4% 1.1068
Range 0.0143 0.0186 0.0043 30.1% 0.0308
ATR 0.0119 0.0124 0.0005 4.0% 0.0000
Volume 110,262 119,847 9,585 8.7% 502,350
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1668 1.1554 1.1170
R3 1.1482 1.1368 1.1119
R2 1.1296 1.1296 1.1102
R1 1.1182 1.1182 1.1085 1.1146
PP 1.1110 1.1110 1.1110 1.1092
S1 1.0996 1.0996 1.1051 1.0960
S2 1.0924 1.0924 1.1034
S3 1.0738 1.0810 1.1017
S4 1.0552 1.0624 1.0966
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.2075 1.1879 1.1237
R3 1.1767 1.1571 1.1153
R2 1.1459 1.1459 1.1124
R1 1.1263 1.1263 1.1096 1.1207
PP 1.1151 1.1151 1.1151 1.1123
S1 1.0955 1.0955 1.1040 1.0899
S2 1.0843 1.0843 1.1012
S3 1.0535 1.0647 1.0983
S4 1.0227 1.0339 1.0899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1346 1.1038 0.0308 2.8% 0.0121 1.1% 10% False True 100,470
10 1.1346 1.0881 0.0465 4.2% 0.0124 1.1% 40% False False 108,060
20 1.1346 1.0852 0.0494 4.5% 0.0113 1.0% 44% False False 121,438
40 1.1346 1.0679 0.0667 6.0% 0.0124 1.1% 58% False False 122,265
60 1.1453 1.0679 0.0774 7.0% 0.0126 1.1% 50% False False 101,781
80 1.1789 1.0679 0.1110 10.0% 0.0125 1.1% 35% False False 76,598
100 1.1789 1.0679 0.1110 10.0% 0.0116 1.0% 35% False False 61,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2015
2.618 1.1711
1.618 1.1525
1.000 1.1410
0.618 1.1339
HIGH 1.1224
0.618 1.1153
0.500 1.1131
0.382 1.1109
LOW 1.1038
0.618 1.0923
1.000 1.0852
1.618 1.0737
2.618 1.0551
4.250 1.0248
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 1.1131 1.1192
PP 1.1110 1.1151
S1 1.1089 1.1109

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.