CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 1.1926 1.2089 0.0163 1.4% 1.1895
High 1.2120 1.2111 -0.0009 -0.1% 1.2120
Low 1.1914 1.2050 0.0136 1.1% 1.1838
Close 1.2061 1.2109 0.0048 0.4% 1.2061
Range 0.0206 0.0061 -0.0145 -70.4% 0.0282
ATR 0.0124 0.0119 -0.0004 -3.6% 0.0000
Volume 156,972 86,751 -70,221 -44.7% 674,669
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2273 1.2252 1.2143
R3 1.2212 1.2191 1.2126
R2 1.2151 1.2151 1.2120
R1 1.2130 1.2130 1.2115 1.2141
PP 1.2090 1.2090 1.2090 1.2095
S1 1.2069 1.2069 1.2103 1.2080
S2 1.2029 1.2029 1.2098
S3 1.1968 1.2008 1.2092
S4 1.1907 1.1947 1.2075
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2852 1.2739 1.2216
R3 1.2570 1.2457 1.2139
R2 1.2288 1.2288 1.2113
R1 1.2175 1.2175 1.2087 1.2232
PP 1.2006 1.2006 1.2006 1.2035
S1 1.1893 1.1893 1.2035 1.1950
S2 1.1724 1.1724 1.2009
S3 1.1442 1.1611 1.1983
S4 1.1160 1.1329 1.1906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2120 1.1838 0.0282 2.3% 0.0135 1.1% 96% False False 135,358
10 1.2120 1.1838 0.0282 2.3% 0.0118 1.0% 96% False False 121,171
20 1.2420 1.1838 0.0582 4.8% 0.0119 1.0% 47% False False 119,737
40 1.2466 1.1838 0.0628 5.2% 0.0119 1.0% 43% False False 111,175
60 1.2466 1.1648 0.0818 6.8% 0.0117 1.0% 56% False False 113,458
80 1.2466 1.1648 0.0818 6.8% 0.0116 1.0% 56% False False 89,140
100 1.2466 1.1373 0.1093 9.0% 0.0114 0.9% 67% False False 71,362
120 1.2466 1.0968 0.1498 12.4% 0.0109 0.9% 76% False False 59,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2370
2.618 1.2271
1.618 1.2210
1.000 1.2172
0.618 1.2149
HIGH 1.2111
0.618 1.2088
0.500 1.2081
0.382 1.2073
LOW 1.2050
0.618 1.2012
1.000 1.1989
1.618 1.1951
2.618 1.1890
4.250 1.1791
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 1.2100 1.2068
PP 1.2090 1.2027
S1 1.2081 1.1987

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

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