CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 1.1120 1.1047 -0.0073 -0.7% 1.1245
High 1.1124 1.1085 -0.0039 -0.4% 1.1346
Low 1.1009 1.1024 0.0015 0.1% 1.1038
Close 1.1047 1.1038 -0.0009 -0.1% 1.1068
Range 0.0115 0.0061 -0.0054 -47.0% 0.0308
ATR 0.0117 0.0113 -0.0004 -3.4% 0.0000
Volume 121,165 117,156 -4,009 -3.3% 502,350
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1232 1.1196 1.1072
R3 1.1171 1.1135 1.1055
R2 1.1110 1.1110 1.1049
R1 1.1074 1.1074 1.1044 1.1062
PP 1.1049 1.1049 1.1049 1.1043
S1 1.1013 1.1013 1.1032 1.1001
S2 1.0988 1.0988 1.1027
S3 1.0927 1.0952 1.1021
S4 1.0866 1.0891 1.1004
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 1.1224 1.1009 0.0215 1.9% 0.0103 0.9% 13% False False 118,189
10 1.1346 1.1009 0.0337 3.1% 0.0103 0.9% 9% False False 112,726
20 1.1346 1.0852 0.0494 4.5% 0.0111 1.0% 38% False False 114,818
40 1.1346 1.0852 0.0494 4.5% 0.0117 1.1% 38% False False 123,312
60 1.1346 1.0679 0.0667 6.0% 0.0121 1.1% 54% False False 107,882
80 1.1789 1.0679 0.1110 10.1% 0.0126 1.1% 32% False False 82,483
100 1.1789 1.0679 0.1110 10.1% 0.0115 1.0% 32% False False 66,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.1344
2.618 1.1245
1.618 1.1184
1.000 1.1146
0.618 1.1123
HIGH 1.1085
0.618 1.1062
0.500 1.1055
0.382 1.1047
LOW 1.1024
0.618 1.0986
1.000 1.0963
1.618 1.0925
2.618 1.0864
4.250 1.0765
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 1.1055 1.1084
PP 1.1049 1.1068
S1 1.1044 1.1053

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

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