CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 1.1222 1.1268 0.0046 0.4% 1.0913
High 1.1298 1.1329 0.0031 0.3% 1.1273
Low 1.1195 1.1242 0.0047 0.4% 1.0900
Close 1.1285 1.1319 0.0034 0.3% 1.1259
Range 0.0103 0.0087 -0.0016 -15.5% 0.0373
ATR 0.0108 0.0107 -0.0002 -1.4% 0.0000
Volume 1,410 2,689 1,279 90.7% 5,736
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.1558 1.1525 1.1367
R3 1.1471 1.1438 1.1343
R2 1.1384 1.1384 1.1335
R1 1.1351 1.1351 1.1327 1.1368
PP 1.1297 1.1297 1.1297 1.1305
S1 1.1264 1.1264 1.1311 1.1281
S2 1.1210 1.1210 1.1303
S3 1.1123 1.1177 1.1295
S4 1.1036 1.1090 1.1271
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.2263 1.2134 1.1464
R3 1.1890 1.1761 1.1362
R2 1.1517 1.1517 1.1327
R1 1.1388 1.1388 1.1293 1.1453
PP 1.1144 1.1144 1.1144 1.1176
S1 1.1015 1.1015 1.1225 1.1080
S2 1.0771 1.0771 1.1191
S3 1.0398 1.0642 1.1156
S4 1.0025 1.0269 1.1054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1329 1.1088 0.0241 2.1% 0.0108 1.0% 96% True False 1,696
10 1.1329 1.0860 0.0469 4.1% 0.0108 1.0% 98% True False 1,188
20 1.1329 1.0860 0.0469 4.1% 0.0109 1.0% 98% True False 707
40 1.1329 1.0693 0.0636 5.6% 0.0107 0.9% 98% True False 434
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1699
2.618 1.1557
1.618 1.1470
1.000 1.1416
0.618 1.1383
HIGH 1.1329
0.618 1.1296
0.500 1.1286
0.382 1.1275
LOW 1.1242
0.618 1.1188
1.000 1.1155
1.618 1.1101
2.618 1.1014
4.250 1.0872
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 1.1308 1.1299
PP 1.1297 1.1278
S1 1.1286 1.1258

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

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