CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 1.0958 1.0956 -0.0002 0.0% 1.0915
High 1.0974 1.0956 -0.0018 -0.2% 1.1000
Low 1.0958 1.0956 -0.0002 0.0% 1.0911
Close 1.0997 1.0956 -0.0041 -0.4% 1.0956
Range 0.0016 0.0000 -0.0016 -100.0% 0.0089
ATR 0.0071 0.0069 -0.0002 -3.0% 0.0000
Volume 3 2 -1 -33.3% 31
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0956 1.0956 1.0956
R3 1.0956 1.0956 1.0956
R2 1.0956 1.0956 1.0956
R1 1.0956 1.0956 1.0956 1.0956
PP 1.0956 1.0956 1.0956 1.0956
S1 1.0956 1.0956 1.0956 1.0956
S2 1.0956 1.0956 1.0956
S3 1.0956 1.0956 1.0956
S4 1.0956 1.0956 1.0956
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1223 1.1178 1.1005
R3 1.1134 1.1089 1.0980
R2 1.1045 1.1045 1.0972
R1 1.1000 1.1000 1.0964 1.1023
PP 1.0956 1.0956 1.0956 1.0967
S1 1.0911 1.0911 1.0948 1.0934
S2 1.0867 1.0867 1.0940
S3 1.0778 1.0822 1.0932
S4 1.0689 1.0733 1.0907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1000 1.0911 0.0089 0.8% 0.0005 0.0% 51% False False 6
10 1.1057 1.0827 0.0230 2.1% 0.0003 0.0% 56% False False 3
20 1.1228 1.0827 0.0401 3.7% 0.0015 0.1% 32% False False 8
40 1.1234 1.0583 0.0651 5.9% 0.0028 0.3% 57% False False 10
60 1.1234 1.0583 0.0651 5.9% 0.0020 0.2% 57% False False 8
80 1.1338 1.0583 0.0755 6.9% 0.0015 0.1% 49% False False 6
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0956
2.618 1.0956
1.618 1.0956
1.000 1.0956
0.618 1.0956
HIGH 1.0956
0.618 1.0956
0.500 1.0956
0.382 1.0956
LOW 1.0956
0.618 1.0956
1.000 1.0956
1.618 1.0956
2.618 1.0956
4.250 1.0956
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 1.0956 1.0978
PP 1.0956 1.0971
S1 1.0956 1.0963

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

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