CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 1.1997 1.2024 0.0027 0.2% 1.2307
High 1.2046 1.2036 -0.0010 -0.1% 1.2420
Low 1.1971 1.1936 -0.0035 -0.3% 1.2080
Close 1.2011 1.1985 -0.0026 -0.2% 1.2134
Range 0.0075 0.0100 0.0025 33.3% 0.0340
ATR 0.0122 0.0121 -0.0002 -1.3% 0.0000
Volume 90,441 119,532 29,091 32.2% 642,148
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2286 1.2235 1.2040
R3 1.2186 1.2135 1.2013
R2 1.2086 1.2086 1.2003
R1 1.2035 1.2035 1.1994 1.2011
PP 1.1986 1.1986 1.1986 1.1973
S1 1.1935 1.1935 1.1976 1.1911
S2 1.1886 1.1886 1.1967
S3 1.1786 1.1835 1.1958
S4 1.1686 1.1735 1.1930
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3231 1.3023 1.2321
R3 1.2891 1.2683 1.2228
R2 1.2551 1.2551 1.2196
R1 1.2343 1.2343 1.2165 1.2277
PP 1.2211 1.2211 1.2211 1.2179
S1 1.2003 1.2003 1.2103 1.1937
S2 1.1871 1.1871 1.2072
S3 1.1531 1.1663 1.2041
S4 1.1191 1.1323 1.1947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2250 1.1936 0.0314 2.6% 0.0113 0.9% 16% False True 120,338
10 1.2420 1.1936 0.0484 4.0% 0.0125 1.0% 10% False True 124,768
20 1.2466 1.1936 0.0530 4.4% 0.0127 1.1% 9% False True 113,880
40 1.2466 1.1719 0.0747 6.2% 0.0116 1.0% 36% False False 107,965
60 1.2466 1.1648 0.0818 6.8% 0.0118 1.0% 41% False False 97,328
80 1.2466 1.1536 0.0930 7.8% 0.0115 1.0% 48% False False 73,112
100 1.2466 1.1246 0.1220 10.2% 0.0112 0.9% 61% False False 58,516
120 1.2466 1.0827 0.1639 13.7% 0.0100 0.8% 71% False False 48,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2461
2.618 1.2298
1.618 1.2198
1.000 1.2136
0.618 1.2098
HIGH 1.2036
0.618 1.1998
0.500 1.1986
0.382 1.1974
LOW 1.1936
0.618 1.1874
1.000 1.1836
1.618 1.1774
2.618 1.1674
4.250 1.1511
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 1.1986 1.2005
PP 1.1986 1.1998
S1 1.1985 1.1992

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

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