CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 1.2248 1.2166 -0.0082 -0.7% 1.2452
High 1.2267 1.2192 -0.0075 -0.6% 1.2466
Low 1.2080 1.2108 0.0028 0.2% 1.2258
Close 1.2181 1.2128 -0.0053 -0.4% 1.2297
Range 0.0187 0.0084 -0.0103 -55.1% 0.0208
ATR 0.0129 0.0125 -0.0003 -2.5% 0.0000
Volume 183,002 81,263 -101,739 -55.6% 566,317
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2395 1.2345 1.2174
R3 1.2311 1.2261 1.2151
R2 1.2227 1.2227 1.2143
R1 1.2177 1.2177 1.2136 1.2160
PP 1.2143 1.2143 1.2143 1.2134
S1 1.2093 1.2093 1.2120 1.2076
S2 1.2059 1.2059 1.2113
S3 1.1975 1.2009 1.2105
S4 1.1891 1.1925 1.2082
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% 0.0137 1.1% 14% False False 129,198
10 1.2466 1.2080 0.0386 3.2% 0.0135 1.1% 12% False False 118,455
20 1.2466 1.2080 0.0386 3.2% 0.0126 1.0% 12% False False 109,726
40 1.2466 1.1649 0.0817 6.7% 0.0112 0.9% 59% False False 104,830
60 1.2466 1.1648 0.0818 6.7% 0.0118 1.0% 59% False False 87,381
80 1.2466 1.1373 0.1093 9.0% 0.0115 0.9% 69% False False 65,605
100 1.2466 1.1159 0.1307 10.8% 0.0110 0.9% 74% False False 52,502
120 1.2466 1.0827 0.1639 13.5% 0.0096 0.8% 79% False False 43,753
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2549
2.618 1.2412
1.618 1.2328
1.000 1.2276
0.618 1.2244
HIGH 1.2192
0.618 1.2160
0.500 1.2150
0.382 1.2140
LOW 1.2108
0.618 1.2056
1.000 1.2024
1.618 1.1972
2.618 1.1888
4.250 1.1751
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 1.2150 1.2250
PP 1.2143 1.2209
S1 1.2135 1.2169

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

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