CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 1.1889 1.1831 -0.0058 -0.5% 1.1652
High 1.1918 1.1872 -0.0046 -0.4% 1.1791
Low 1.1804 1.1804 0.0000 0.0% 1.1650
Close 1.1817 1.1870 0.0053 0.4% 1.1674
Range 0.0114 0.0068 -0.0046 -40.4% 0.0141
ATR 0.0112 0.0108 -0.0003 -2.8% 0.0000
Volume 2,544 612 -1,932 -75.9% 1,493
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2053 1.2029 1.1907
R3 1.1985 1.1961 1.1889
R2 1.1917 1.1917 1.1882
R1 1.1893 1.1893 1.1876 1.1905
PP 1.1849 1.1849 1.1849 1.1855
S1 1.1825 1.1825 1.1864 1.1837
S2 1.1781 1.1781 1.1858
S3 1.1713 1.1757 1.1851
S4 1.1645 1.1689 1.1833
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2128 1.2042 1.1752
R3 1.1987 1.1901 1.1713
R2 1.1846 1.1846 1.1700
R1 1.1760 1.1760 1.1687 1.1803
PP 1.1705 1.1705 1.1705 1.1727
S1 1.1619 1.1619 1.1661 1.1662
S2 1.1564 1.1564 1.1648
S3 1.1423 1.1478 1.1635
S4 1.1282 1.1337 1.1596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1973 1.1667 0.0306 2.6% 0.0112 0.9% 66% False False 968
10 1.1973 1.1592 0.0381 3.2% 0.0105 0.9% 73% False False 654
20 1.1973 1.1536 0.0437 3.7% 0.0106 0.9% 76% False False 462
40 1.1973 1.1246 0.0727 6.1% 0.0104 0.9% 86% False False 299
60 1.1973 1.0827 0.1146 9.7% 0.0083 0.7% 91% False False 207
80 1.1973 1.0583 0.1390 11.7% 0.0075 0.6% 93% False False 158
100 1.1973 1.0583 0.1390 11.7% 0.0061 0.5% 93% False False 128
120 1.1973 1.0583 0.1390 11.7% 0.0051 0.4% 93% False False 107
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0023
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2161
2.618 1.2050
1.618 1.1982
1.000 1.1940
0.618 1.1914
HIGH 1.1872
0.618 1.1846
0.500 1.1838
0.382 1.1830
LOW 1.1804
0.618 1.1762
1.000 1.1736
1.618 1.1694
2.618 1.1626
4.250 1.1515
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 1.1859 1.1868
PP 1.1849 1.1866
S1 1.1838 1.1864

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

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