CME Japanese Yen Future June 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 1.0778 1.0706 -0.0072 -0.7% 1.1057
High 1.0786 1.0724 -0.0062 -0.6% 1.1139
Low 1.0683 1.0637 -0.0046 -0.4% 1.0762
Close 1.0703 1.0662 -0.0041 -0.4% 1.0813
Range 0.0103 0.0087 -0.0016 -15.5% 0.0377
ATR 0.0104 0.0102 -0.0001 -1.1% 0.0000
Volume 96,187 151,553 55,366 57.6% 556,046
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0935 1.0886 1.0710
R3 1.0848 1.0799 1.0686
R2 1.0761 1.0761 1.0678
R1 1.0712 1.0712 1.0670 1.0693
PP 1.0674 1.0674 1.0674 1.0665
S1 1.0625 1.0625 1.0654 1.0606
S2 1.0587 1.0587 1.0646
S3 1.0500 1.0538 1.0638
S4 1.0413 1.0451 1.0614
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.2036 1.1801 1.1020
R3 1.1659 1.1424 1.0917
R2 1.1282 1.1282 1.0882
R1 1.1047 1.1047 1.0848 1.0976
PP 1.0905 1.0905 1.0905 1.0869
S1 1.0670 1.0670 1.0778 1.0599
S2 1.0528 1.0528 1.0744
S3 1.0151 1.0293 1.0709
S4 0.9774 0.9916 1.0606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0859 1.0637 0.0222 2.1% 0.0083 0.8% 11% False True 107,632
10 1.1139 1.0637 0.0502 4.7% 0.0103 1.0% 5% False True 108,299
20 1.1225 1.0637 0.0588 5.5% 0.0100 0.9% 4% False True 84,240
40 1.1350 1.0637 0.0713 6.7% 0.0105 1.0% 4% False True 42,574
60 1.1350 1.0637 0.0713 6.7% 0.0105 1.0% 4% False True 28,436
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1094
2.618 1.0952
1.618 1.0865
1.000 1.0811
0.618 1.0778
HIGH 1.0724
0.618 1.0691
0.500 1.0681
0.382 1.0670
LOW 1.0637
0.618 1.0583
1.000 1.0550
1.618 1.0496
2.618 1.0409
4.250 1.0267
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 1.0681 1.0748
PP 1.0674 1.0719
S1 1.0668 1.0691

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

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