CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 1.2151 1.2268 0.0117 1.0% 1.2016
High 1.2244 1.2287 0.0043 0.4% 1.2244
Low 1.2118 1.2175 0.0057 0.5% 1.1913
Close 1.2194 1.2197 0.0003 0.0% 1.2194
Range 0.0126 0.0112 -0.0014 -11.1% 0.0331
ATR 0.0111 0.0111 0.0000 0.1% 0.0000
Volume 118,559 42,488 -76,071 -64.2% 559,410
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2556 1.2488 1.2259
R3 1.2444 1.2376 1.2228
R2 1.2332 1.2332 1.2218
R1 1.2264 1.2264 1.2207 1.2242
PP 1.2220 1.2220 1.2220 1.2209
S1 1.2152 1.2152 1.2187 1.2130
S2 1.2108 1.2108 1.2176
S3 1.1996 1.2040 1.2166
S4 1.1884 1.1928 1.2135
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3110 1.2983 1.2376
R3 1.2779 1.2652 1.2285
R2 1.2448 1.2448 1.2255
R1 1.2321 1.2321 1.2224 1.2385
PP 1.2117 1.2117 1.2117 1.2149
S1 1.1990 1.1990 1.2164 1.2054
S2 1.1786 1.1786 1.2133
S3 1.1455 1.1659 1.2103
S4 1.1124 1.1328 1.2012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2287 1.1913 0.0374 3.1% 0.0124 1.0% 76% True False 103,961
10 1.2287 1.1865 0.0422 3.5% 0.0105 0.9% 79% True False 100,446
20 1.2287 1.1648 0.0639 5.2% 0.0114 0.9% 86% True False 114,428
40 1.2287 1.1648 0.0639 5.2% 0.0113 0.9% 86% True False 68,162
60 1.2287 1.1373 0.0914 7.5% 0.0111 0.9% 90% True False 45,526
80 1.2287 1.0968 0.1319 10.8% 0.0105 0.9% 93% True False 34,164
100 1.2287 1.0827 0.1460 12.0% 0.0087 0.7% 94% True False 27,333
120 1.2287 1.0583 0.1704 14.0% 0.0081 0.7% 95% True False 22,780
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2763
2.618 1.2580
1.618 1.2468
1.000 1.2399
0.618 1.2356
HIGH 1.2287
0.618 1.2244
0.500 1.2231
0.382 1.2218
LOW 1.2175
0.618 1.2106
1.000 1.2063
1.618 1.1994
2.618 1.1882
4.250 1.1699
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 1.2231 1.2187
PP 1.2220 1.2178
S1 1.2208 1.2168

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

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