CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 1.2325 1.2248 -0.0077 -0.6% 1.2452
High 1.2420 1.2267 -0.0153 -1.2% 1.2466
Low 1.2203 1.2080 -0.0123 -1.0% 1.2258
Close 1.2254 1.2181 -0.0073 -0.6% 1.2297
Range 0.0217 0.0187 -0.0030 -13.8% 0.0208
ATR 0.0124 0.0129 0.0004 3.6% 0.0000
Volume 163,852 183,002 19,150 11.7% 566,317
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2737 1.2646 1.2284
R3 1.2550 1.2459 1.2232
R2 1.2363 1.2363 1.2215
R1 1.2272 1.2272 1.2198 1.2224
PP 1.2176 1.2176 1.2176 1.2152
S1 1.2085 1.2085 1.2164 1.2037
S2 1.1989 1.1989 1.2147
S3 1.1802 1.1898 1.2130
S4 1.1615 1.1711 1.2078
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2964 1.2839 1.2411
R3 1.2756 1.2631 1.2354
R2 1.2548 1.2548 1.2335
R1 1.2423 1.2423 1.2316 1.2382
PP 1.2340 1.2340 1.2340 1.2320
S1 1.2215 1.2215 1.2278 1.2174
S2 1.2132 1.2132 1.2259
S3 1.1924 1.2007 1.2240
S4 1.1716 1.1799 1.2183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2420 1.2080 0.0340 2.8% 0.0143 1.2% 30% False True 136,546
10 1.2466 1.2080 0.0386 3.2% 0.0140 1.1% 26% False True 120,610
20 1.2466 1.2080 0.0386 3.2% 0.0129 1.1% 26% False True 112,296
40 1.2466 1.1648 0.0818 6.7% 0.0112 0.9% 65% False False 106,150
60 1.2466 1.1648 0.0818 6.7% 0.0119 1.0% 65% False False 86,030
80 1.2466 1.1373 0.1093 9.0% 0.0115 0.9% 74% False False 64,590
100 1.2466 1.1084 0.1382 11.3% 0.0110 0.9% 79% False False 51,689
120 1.2466 1.0827 0.1639 13.5% 0.0095 0.8% 83% False False 43,077
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3062
2.618 1.2757
1.618 1.2570
1.000 1.2454
0.618 1.2383
HIGH 1.2267
0.618 1.2196
0.500 1.2174
0.382 1.2151
LOW 1.2080
0.618 1.1964
1.000 1.1893
1.618 1.1777
2.618 1.1590
4.250 1.1285
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 1.2179 1.2250
PP 1.2176 1.2227
S1 1.2174 1.2204

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

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