CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
06-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 1.1866 1.1866 0.0000 0.0% 1.1715
High 1.1910 1.1987 0.0077 0.6% 1.1966
Low 1.1850 1.1850 0.0000 0.0% 1.1655
Close 1.1892 1.1949 0.0057 0.5% 1.1854
Range 0.0060 0.0137 0.0077 128.3% 0.0311
ATR 0.0114 0.0116 0.0002 1.4% 0.0000
Volume 14,857 14,857 0 0.0% 15,198
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2340 1.2281 1.2024
R3 1.2203 1.2144 1.1987
R2 1.2066 1.2066 1.1974
R1 1.2007 1.2007 1.1962 1.2037
PP 1.1929 1.1929 1.1929 1.1943
S1 1.1870 1.1870 1.1936 1.1900
S2 1.1792 1.1792 1.1924
S3 1.1655 1.1733 1.1911
S4 1.1518 1.1596 1.1874
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2758 1.2617 1.2025
R3 1.2447 1.2306 1.1940
R2 1.2136 1.2136 1.1911
R1 1.1995 1.1995 1.1883 1.2066
PP 1.1825 1.1825 1.1825 1.1860
S1 1.1684 1.1684 1.1825 1.1755
S2 1.1514 1.1514 1.1797
S3 1.1203 1.1373 1.1768
S4 1.0892 1.1062 1.1683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1987 1.1747 0.0240 2.0% 0.0112 0.9% 84% True False 8,320
10 1.1987 1.1655 0.0332 2.8% 0.0121 1.0% 89% True False 4,861
20 1.1987 1.1592 0.0395 3.3% 0.0115 1.0% 90% True False 2,637
40 1.1987 1.1267 0.0720 6.0% 0.0111 0.9% 95% True False 1,422
60 1.1987 1.0936 0.1051 8.8% 0.0099 0.8% 96% True False 964
80 1.1987 1.0827 0.1160 9.7% 0.0078 0.7% 97% True False 725
100 1.1987 1.0583 0.1404 11.7% 0.0070 0.6% 97% True False 582
120 1.1987 1.0583 0.1404 11.7% 0.0059 0.5% 97% True False 486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2569
2.618 1.2346
1.618 1.2209
1.000 1.2124
0.618 1.2072
HIGH 1.1987
0.618 1.1935
0.500 1.1919
0.382 1.1902
LOW 1.1850
0.618 1.1765
1.000 1.1713
1.618 1.1628
2.618 1.1491
4.250 1.1268
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 1.1939 1.1922
PP 1.1929 1.1894
S1 1.1919 1.1867

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

View Archives - Comment on this page... - Back to Index of Symbols