CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 1.1306 1.1294 -0.0012 -0.1% 1.1424
High 1.1340 1.1379 0.0039 0.3% 1.1518
Low 1.1246 1.1294 0.0048 0.4% 1.1305
Close 1.1323 1.1318 -0.0005 0.0% 1.1318
Range 0.0094 0.0085 -0.0009 -9.6% 0.0213
ATR 0.0082 0.0083 0.0000 0.2% 0.0000
Volume 30 71 41 136.7% 293
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1585 1.1537 1.1365
R3 1.1500 1.1452 1.1341
R2 1.1415 1.1415 1.1334
R1 1.1367 1.1367 1.1326 1.1391
PP 1.1330 1.1330 1.1330 1.1343
S1 1.1282 1.1282 1.1310 1.1306
S2 1.1245 1.1245 1.1302
S3 1.1160 1.1197 1.1295
S4 1.1075 1.1112 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% 0.0081 0.7% 26% False False 52
10 1.1525 1.1246 0.0279 2.5% 0.0090 0.8% 26% False False 60
20 1.1525 1.0936 0.0589 5.2% 0.0075 0.7% 65% False False 48
40 1.1525 1.0827 0.0698 6.2% 0.0045 0.4% 70% False False 28
60 1.1525 1.0583 0.0942 8.3% 0.0044 0.4% 78% False False 22
80 1.1525 1.0583 0.0942 8.3% 0.0034 0.3% 78% False False 18
100 1.1525 1.0583 0.0942 8.3% 0.0027 0.2% 78% False False 14
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1740
2.618 1.1602
1.618 1.1517
1.000 1.1464
0.618 1.1432
HIGH 1.1379
0.618 1.1347
0.500 1.1337
0.382 1.1326
LOW 1.1294
0.618 1.1241
1.000 1.1209
1.618 1.1156
2.618 1.1071
4.250 1.0933
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 1.1337 1.1316
PP 1.1330 1.1314
S1 1.1324 1.1313

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

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