CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 1.2308 1.2261 -0.0047 -0.4% 1.2268
High 1.2331 1.2376 0.0045 0.4% 1.2372
Low 1.2212 1.2251 0.0039 0.3% 1.2148
Close 1.2280 1.2325 0.0045 0.4% 1.2284
Range 0.0119 0.0125 0.0006 5.0% 0.0224
ATR 0.0106 0.0107 0.0001 1.3% 0.0000
Volume 120,921 104,354 -16,567 -13.7% 475,916
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2692 1.2634 1.2394
R3 1.2567 1.2509 1.2359
R2 1.2442 1.2442 1.2348
R1 1.2384 1.2384 1.2336 1.2413
PP 1.2317 1.2317 1.2317 1.2332
S1 1.2259 1.2259 1.2314 1.2288
S2 1.2192 1.2192 1.2302
S3 1.2067 1.2134 1.2291
S4 1.1942 1.2009 1.2256
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2940 1.2836 1.2407
R3 1.2716 1.2612 1.2346
R2 1.2492 1.2492 1.2325
R1 1.2388 1.2388 1.2305 1.2440
PP 1.2268 1.2268 1.2268 1.2294
S1 1.2164 1.2164 1.2263 1.2216
S2 1.2044 1.2044 1.2243
S3 1.1820 1.1940 1.2222
S4 1.1596 1.1716 1.2161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2376 1.2212 0.0164 1.3% 0.0111 0.9% 69% True False 107,941
10 1.2376 1.2049 0.0327 2.7% 0.0108 0.9% 84% True False 100,532
20 1.2376 1.1719 0.0657 5.3% 0.0102 0.8% 92% True False 100,524
40 1.2376 1.1648 0.0728 5.9% 0.0112 0.9% 93% True False 86,278
60 1.2376 1.1456 0.0920 7.5% 0.0111 0.9% 94% True False 57,668
80 1.2376 1.1246 0.1130 9.2% 0.0108 0.9% 95% True False 43,282
100 1.2376 1.0827 0.1549 12.6% 0.0094 0.8% 97% True False 34,629
120 1.2376 1.0583 0.1793 14.5% 0.0087 0.7% 97% True False 28,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2907
2.618 1.2703
1.618 1.2578
1.000 1.2501
0.618 1.2453
HIGH 1.2376
0.618 1.2328
0.500 1.2314
0.382 1.2299
LOW 1.2251
0.618 1.2174
1.000 1.2126
1.618 1.2049
2.618 1.1924
4.250 1.1720
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 1.2321 1.2315
PP 1.2317 1.2304
S1 1.2314 1.2294

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

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