CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 1.1344 1.1462 0.0118 1.0% 1.1306
High 1.1482 1.1601 0.0119 1.0% 1.1601
Low 1.1344 1.1462 0.0118 1.0% 1.1246
Close 1.1457 1.1558 0.0101 0.9% 1.1558
Range 0.0138 0.0139 0.0001 0.7% 0.0355
ATR 0.0088 0.0092 0.0004 4.6% 0.0000
Volume 174 235 61 35.1% 619
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1957 1.1897 1.1634
R3 1.1818 1.1758 1.1596
R2 1.1679 1.1679 1.1583
R1 1.1619 1.1619 1.1571 1.1649
PP 1.1540 1.1540 1.1540 1.1556
S1 1.1480 1.1480 1.1545 1.1510
S2 1.1401 1.1401 1.1533
S3 1.1262 1.1341 1.1520
S4 1.1123 1.1202 1.1482
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2533 1.2401 1.1753
R3 1.2178 1.2046 1.1656
R2 1.1823 1.1823 1.1623
R1 1.1691 1.1691 1.1591 1.1757
PP 1.1468 1.1468 1.1468 1.1502
S1 1.1336 1.1336 1.1525 1.1402
S2 1.1113 1.1113 1.1493
S3 1.0758 1.0981 1.1460
S4 1.0403 1.0626 1.1363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1601 1.1246 0.0355 3.1% 0.0112 1.0% 88% True False 123
10 1.1601 1.1246 0.0355 3.1% 0.0097 0.8% 88% True False 102
20 1.1601 1.0968 0.0633 5.5% 0.0086 0.7% 93% True False 70
40 1.1601 1.0827 0.0774 6.7% 0.0053 0.5% 94% True False 40
60 1.1601 1.0583 0.1018 8.8% 0.0050 0.4% 96% True False 31
80 1.1601 1.0583 0.1018 8.8% 0.0039 0.3% 96% True False 24
100 1.1601 1.0583 0.1018 8.8% 0.0031 0.3% 96% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2192
2.618 1.1965
1.618 1.1826
1.000 1.1740
0.618 1.1687
HIGH 1.1601
0.618 1.1548
0.500 1.1532
0.382 1.1515
LOW 1.1462
0.618 1.1376
1.000 1.1323
1.618 1.1237
2.618 1.1098
4.250 1.0871
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 1.1549 1.1517
PP 1.1540 1.1475
S1 1.1532 1.1434

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

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