CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 1.1093 1.1163 0.0070 0.6% 1.0909
High 1.1166 1.1236 0.0070 0.6% 1.1078
Low 1.1084 1.1159 0.0075 0.7% 1.0909
Close 1.1168 1.1204 0.0036 0.3% 1.1057
Range 0.0082 0.0077 -0.0005 -6.1% 0.0169
ATR 0.0071 0.0071 0.0000 0.6% 0.0000
Volume 27 89 62 229.6% 94
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1431 1.1394 1.1246
R3 1.1354 1.1317 1.1225
R2 1.1277 1.1277 1.1218
R1 1.1240 1.1240 1.1211 1.1259
PP 1.1200 1.1200 1.1200 1.1209
S1 1.1163 1.1163 1.1197 1.1182
S2 1.1123 1.1123 1.1190
S3 1.1046 1.1086 1.1183
S4 1.0969 1.1009 1.1162
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1522 1.1458 1.1150
R3 1.1353 1.1289 1.1103
R2 1.1184 1.1184 1.1088
R1 1.1120 1.1120 1.1072 1.1152
PP 1.1015 1.1015 1.1015 1.1031
S1 1.0951 1.0951 1.1042 1.0983
S2 1.0846 1.0846 1.1026
S3 1.0677 1.0782 1.1011
S4 1.0508 1.0613 1.0964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1236 1.0968 0.0268 2.4% 0.0076 0.7% 88% True False 48
10 1.1236 1.0909 0.0327 2.9% 0.0056 0.5% 90% True False 31
20 1.1236 1.0827 0.0409 3.7% 0.0030 0.3% 92% True False 17
40 1.1236 1.0583 0.0653 5.8% 0.0041 0.4% 95% True False 16
60 1.1236 1.0583 0.0653 5.8% 0.0029 0.3% 95% True False 12
80 1.1250 1.0583 0.0667 6.0% 0.0022 0.2% 93% False False 10
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1563
2.618 1.1438
1.618 1.1361
1.000 1.1313
0.618 1.1284
HIGH 1.1236
0.618 1.1207
0.500 1.1198
0.382 1.1188
LOW 1.1159
0.618 1.1111
1.000 1.1082
1.618 1.1034
2.618 1.0957
4.250 1.0832
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 1.1202 1.1180
PP 1.1200 1.1155
S1 1.1198 1.1131

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

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