CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 1.1872 1.1956 0.0084 0.7% 1.1985
High 1.1989 1.1995 0.0006 0.1% 1.2085
Low 1.1865 1.1838 -0.0027 -0.2% 1.1880
Close 1.1959 1.1878 -0.0081 -0.7% 1.1904
Range 0.0124 0.0157 0.0033 26.6% 0.0205
ATR 0.0113 0.0116 0.0003 2.8% 0.0000
Volume 140,034 161,494 21,460 15.3% 450,294
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2375 1.2283 1.1964
R3 1.2218 1.2126 1.1921
R2 1.2061 1.2061 1.1907
R1 1.1969 1.1969 1.1892 1.1937
PP 1.1904 1.1904 1.1904 1.1887
S1 1.1812 1.1812 1.1864 1.1780
S2 1.1747 1.1747 1.1849
S3 1.1590 1.1655 1.1835
S4 1.1433 1.1498 1.1792
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2571 1.2443 1.2017
R3 1.2366 1.2238 1.1960
R2 1.2161 1.2161 1.1942
R1 1.2033 1.2033 1.1923 1.1995
PP 1.1956 1.1956 1.1956 1.1937
S1 1.1828 1.1828 1.1885 1.1790
S2 1.1751 1.1751 1.1866
S3 1.1546 1.1623 1.1848
S4 1.1341 1.1418 1.1791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2058 1.1838 0.0220 1.9% 0.0116 1.0% 18% False True 121,464
10 1.2085 1.1838 0.0247 2.1% 0.0104 0.9% 16% False True 112,035
20 1.2420 1.1838 0.0582 4.9% 0.0119 1.0% 7% False True 120,517
40 1.2466 1.1838 0.0628 5.3% 0.0118 1.0% 6% False True 110,010
60 1.2466 1.1648 0.0818 6.9% 0.0115 1.0% 28% False False 111,743
80 1.2466 1.1592 0.0874 7.4% 0.0115 1.0% 33% False False 84,467
100 1.2466 1.1267 0.1199 10.1% 0.0113 1.0% 51% False False 67,615
120 1.2466 1.0936 0.1530 12.9% 0.0107 0.9% 62% False False 56,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2662
2.618 1.2406
1.618 1.2249
1.000 1.2152
0.618 1.2092
HIGH 1.1995
0.618 1.1935
0.500 1.1917
0.382 1.1898
LOW 1.1838
0.618 1.1741
1.000 1.1681
1.618 1.1584
2.618 1.1427
4.250 1.1171
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 1.1917 1.1917
PP 1.1904 1.1904
S1 1.1891 1.1891

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

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