CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 1.1955 1.1987 0.0032 0.3% 1.1869
High 1.2033 1.2035 0.0002 0.0% 1.2035
Low 1.1940 1.1973 0.0033 0.3% 1.1858
Close 1.2001 1.2007 0.0006 0.0% 1.2007
Range 0.0093 0.0062 -0.0031 -33.3% 0.0177
ATR 0.0109 0.0106 -0.0003 -3.1% 0.0000
Volume 127,265 95,205 -32,060 -25.2% 466,207
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2191 1.2161 1.2041
R3 1.2129 1.2099 1.2024
R2 1.2067 1.2067 1.2018
R1 1.2037 1.2037 1.2013 1.2052
PP 1.2005 1.2005 1.2005 1.2013
S1 1.1975 1.1975 1.2001 1.1990
S2 1.1943 1.1943 1.1996
S3 1.1881 1.1913 1.1990
S4 1.1819 1.1851 1.1973
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2498 1.2429 1.2104
R3 1.2321 1.2252 1.2056
R2 1.2144 1.2144 1.2039
R1 1.2075 1.2075 1.2023 1.2110
PP 1.1967 1.1967 1.1967 1.1984
S1 1.1898 1.1898 1.1991 1.1933
S2 1.1790 1.1790 1.1975
S3 1.1613 1.1721 1.1958
S4 1.1436 1.1544 1.1910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2035 1.1858 0.0177 1.5% 0.0075 0.6% 84% True False 93,241
10 1.2035 1.1668 0.0367 3.1% 0.0089 0.7% 92% True False 97,948
20 1.2077 1.1648 0.0429 3.6% 0.0108 0.9% 84% False False 105,159
40 1.2077 1.1592 0.0485 4.0% 0.0112 0.9% 86% False False 53,170
60 1.2077 1.1246 0.0831 6.9% 0.0109 0.9% 92% False False 35,508
80 1.2077 1.0909 0.1168 9.7% 0.0099 0.8% 94% False False 26,641
100 1.2077 1.0803 0.1274 10.6% 0.0082 0.7% 95% False False 21,315
120 1.2077 1.0583 0.1494 12.4% 0.0075 0.6% 95% False False 17,764
Crabel Price Patterns
NR True
NR4 True
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2299
2.618 1.2197
1.618 1.2135
1.000 1.2097
0.618 1.2073
HIGH 1.2035
0.618 1.2011
0.500 1.2004
0.382 1.1997
LOW 1.1973
0.618 1.1935
1.000 1.1911
1.618 1.1873
2.618 1.1811
4.250 1.1710
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 1.2006 1.1994
PP 1.2005 1.1981
S1 1.2004 1.1968

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

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