CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 1.1228 1.1156 -0.0072 -0.6% 1.0845
High 1.1228 1.1156 -0.0072 -0.6% 1.1205
Low 1.1228 1.1156 -0.0072 -0.6% 1.0845
Close 1.1154 1.1156 0.0002 0.0% 1.1184
Range
ATR 0.0100 0.0093 -0.0007 -7.0% 0.0000
Volume 53 1 -52 -98.1% 25
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 1.1156 1.1156 1.1156
R3 1.1156 1.1156 1.1156
R2 1.1156 1.1156 1.1156
R1 1.1156 1.1156 1.1156 1.1156
PP 1.1156 1.1156 1.1156 1.1156
S1 1.1156 1.1156 1.1156 1.1156
S2 1.1156 1.1156 1.1156
S3 1.1156 1.1156 1.1156
S4 1.1156 1.1156 1.1156
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 1.1228 1.1028 0.0200 1.8% 0.0037 0.3% 64% False False 23
10 1.1228 1.0803 0.0425 3.8% 0.0026 0.2% 83% False False 14
20 1.1234 1.0583 0.0651 5.8% 0.0052 0.5% 88% False False 15
40 1.1234 1.0583 0.0651 5.8% 0.0029 0.3% 88% False False 10
60 1.1250 1.0583 0.0667 6.0% 0.0019 0.2% 86% False False 7
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.1156
2.618 1.1156
1.618 1.1156
1.000 1.1156
0.618 1.1156
HIGH 1.1156
0.618 1.1156
0.500 1.1156
0.382 1.1156
LOW 1.1156
0.618 1.1156
1.000 1.1156
1.618 1.1156
2.618 1.1156
4.250 1.1156
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 1.1156 1.1165
PP 1.1156 1.1162
S1 1.1156 1.1159

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

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