CME Japanese Yen Future December 2010


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 1.1937 1.1907 -0.0030 -0.3% 1.2089
High 1.1983 1.1958 -0.0025 -0.2% 1.2146
Low 1.1902 1.1854 -0.0048 -0.4% 1.1862
Close 1.1920 1.1945 0.0025 0.2% 1.1920
Range 0.0081 0.0104 0.0023 28.4% 0.0284
ATR 0.0118 0.0117 -0.0001 -0.9% 0.0000
Volume 28,536 2,400 -26,136 -91.6% 527,709
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2231 1.2192 1.2002
R3 1.2127 1.2088 1.1974
R2 1.2023 1.2023 1.1964
R1 1.1984 1.1984 1.1955 1.2004
PP 1.1919 1.1919 1.1919 1.1929
S1 1.1880 1.1880 1.1935 1.1900
S2 1.1815 1.1815 1.1926
S3 1.1711 1.1776 1.1916
S4 1.1607 1.1672 1.1888
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2828 1.2658 1.2076
R3 1.2544 1.2374 1.1998
R2 1.2260 1.2260 1.1972
R1 1.2090 1.2090 1.1946 1.2033
PP 1.1976 1.1976 1.1976 1.1948
S1 1.1806 1.1806 1.1894 1.1749
S2 1.1692 1.1692 1.1868
S3 1.1408 1.1522 1.1842
S4 1.1124 1.1238 1.1764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2146 1.1854 0.0292 2.4% 0.0117 1.0% 31% False True 88,671
10 1.2146 1.1838 0.0308 2.6% 0.0126 1.1% 35% False False 112,015
20 1.2146 1.1838 0.0308 2.6% 0.0113 0.9% 35% False False 109,798
40 1.2466 1.1838 0.0628 5.3% 0.0120 1.0% 17% False False 110,361
60 1.2466 1.1668 0.0798 6.7% 0.0114 1.0% 35% False False 107,154
80 1.2466 1.1648 0.0818 6.8% 0.0117 1.0% 36% False False 94,664
100 1.2466 1.1373 0.1093 9.2% 0.0115 1.0% 52% False False 75,789
120 1.2466 1.1189 0.1277 10.7% 0.0111 0.9% 59% False False 63,173
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2400
2.618 1.2230
1.618 1.2126
1.000 1.2062
0.618 1.2022
HIGH 1.1958
0.618 1.1918
0.500 1.1906
0.382 1.1894
LOW 1.1854
0.618 1.1790
1.000 1.1750
1.618 1.1686
2.618 1.1582
4.250 1.1412
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 1.1932 1.1936
PP 1.1919 1.1927
S1 1.1906 1.1919

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

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