CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 1.1197 1.1102 -0.0095 -0.8% 1.0845
High 1.1197 1.1102 -0.0095 -0.8% 1.1205
Low 1.1189 1.1102 -0.0087 -0.8% 1.0845
Close 1.1184 1.1102 -0.0082 -0.7% 1.1184
Range 0.0008 0.0000 -0.0008 -100.0% 0.0360
ATR 0.0099 0.0098 -0.0001 -1.2% 0.0000
Volume 8 53 45 562.5% 25
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 1.1102 1.1102 1.1102
R3 1.1102 1.1102 1.1102
R2 1.1102 1.1102 1.1102
R1 1.1102 1.1102 1.1102 1.1102
PP 1.1102 1.1102 1.1102 1.1102
S1 1.1102 1.1102 1.1102 1.1102
S2 1.1102 1.1102 1.1102
S3 1.1102 1.1102 1.1102
S4 1.1102 1.1102 1.1102
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.2158 1.2031 1.1382
R3 1.1798 1.1671 1.1283
R2 1.1438 1.1438 1.1250
R1 1.1311 1.1311 1.1217 1.1375
PP 1.1078 1.1078 1.1078 1.1110
S1 1.0951 1.0951 1.1151 1.1015
S2 1.0718 1.0718 1.1118
S3 1.0358 1.0591 1.1085
S4 0.9998 1.0231 1.0986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1205 1.0850 0.0355 3.2% 0.0053 0.5% 71% False False 14
10 1.1205 1.0761 0.0444 4.0% 0.0027 0.2% 77% False False 11
20 1.1234 1.0583 0.0651 5.9% 0.0052 0.5% 80% False False 15
40 1.1234 1.0583 0.0651 5.9% 0.0029 0.3% 80% False False 9
60 1.1338 1.0583 0.0755 6.8% 0.0019 0.2% 69% False False 6
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1102
2.618 1.1102
1.618 1.1102
1.000 1.1102
0.618 1.1102
HIGH 1.1102
0.618 1.1102
0.500 1.1102
0.382 1.1102
LOW 1.1102
0.618 1.1102
1.000 1.1102
1.618 1.1102
2.618 1.1102
4.250 1.1102
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 1.1102 1.1117
PP 1.1102 1.1112
S1 1.1102 1.1107

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

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