CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 1.1327 1.1306 -0.0021 -0.2% 1.1424
High 1.1328 1.1340 0.0012 0.1% 1.1518
Low 1.1305 1.1246 -0.0059 -0.5% 1.1305
Close 1.1318 1.1323 0.0005 0.0% 1.1318
Range 0.0023 0.0094 0.0071 308.7% 0.0213
ATR 0.0081 0.0082 0.0001 1.1% 0.0000
Volume 85 30 -55 -64.7% 293
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1585 1.1548 1.1375
R3 1.1491 1.1454 1.1349
R2 1.1397 1.1397 1.1340
R1 1.1360 1.1360 1.1332 1.1379
PP 1.1303 1.1303 1.1303 1.1312
S1 1.1266 1.1266 1.1314 1.1285
S2 1.1209 1.1209 1.1306
S3 1.1115 1.1172 1.1297
S4 1.1021 1.1078 1.1271
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2019 1.1882 1.1435
R3 1.1806 1.1669 1.1377
R2 1.1593 1.1593 1.1357
R1 1.1456 1.1456 1.1338 1.1418
PP 1.1380 1.1380 1.1380 1.1362
S1 1.1243 1.1243 1.1298 1.1205
S2 1.1167 1.1167 1.1279
S3 1.0954 1.1030 1.1259
S4 1.0741 1.0817 1.1201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1518 1.1246 0.0272 2.4% 0.0079 0.7% 28% False True 64
10 1.1525 1.1219 0.0306 2.7% 0.0083 0.7% 34% False False 54
20 1.1525 1.0909 0.0616 5.4% 0.0072 0.6% 67% False False 44
40 1.1525 1.0827 0.0698 6.2% 0.0043 0.4% 71% False False 26
60 1.1525 1.0583 0.0942 8.3% 0.0042 0.4% 79% False False 21
80 1.1525 1.0583 0.0942 8.3% 0.0033 0.3% 79% False False 17
100 1.1525 1.0583 0.0942 8.3% 0.0026 0.2% 79% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1740
2.618 1.1586
1.618 1.1492
1.000 1.1434
0.618 1.1398
HIGH 1.1340
0.618 1.1304
0.500 1.1293
0.382 1.1282
LOW 1.1246
0.618 1.1188
1.000 1.1152
1.618 1.1094
2.618 1.1000
4.250 1.0847
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 1.1313 1.1334
PP 1.1303 1.1330
S1 1.1293 1.1327

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

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