CME Japanese Yen Future March 2011


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 1.2261 1.2171 -0.0090 -0.7% 1.2474
High 1.2271 1.2194 -0.0077 -0.6% 1.2474
Low 1.2094 1.2125 0.0031 0.3% 1.2275
Close 1.2193 1.2141 -0.0052 -0.4% 1.2309
Range 0.0177 0.0069 -0.0108 -61.0% 0.0199
ATR 0.0114 0.0111 -0.0003 -2.8% 0.0000
Volume 503 683 180 35.8% 1,217
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2360 1.2320 1.2179
R3 1.2291 1.2251 1.2160
R2 1.2222 1.2222 1.2154
R1 1.2182 1.2182 1.2147 1.2168
PP 1.2153 1.2153 1.2153 1.2146
S1 1.2113 1.2113 1.2135 1.2099
S2 1.2084 1.2084 1.2128
S3 1.2015 1.2044 1.2122
S4 1.1946 1.1975 1.2103
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2950 1.2828 1.2418
R3 1.2751 1.2629 1.2364
R2 1.2552 1.2552 1.2345
R1 1.2430 1.2430 1.2327 1.2392
PP 1.2353 1.2353 1.2353 1.2333
S1 1.2231 1.2231 1.2291 1.2193
S2 1.2154 1.2154 1.2273
S3 1.1955 1.2032 1.2254
S4 1.1756 1.1833 1.2200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2426 1.2094 0.0332 2.7% 0.0126 1.0% 14% False False 335
10 1.2474 1.2094 0.0380 3.1% 0.0122 1.0% 12% False False 281
20 1.2474 1.2094 0.0380 3.1% 0.0109 0.9% 12% False False 205
40 1.2474 1.1671 0.0803 6.6% 0.0091 0.8% 59% False False 143
60 1.2474 1.1666 0.0808 6.7% 0.0077 0.6% 59% False False 114
80 1.2474 1.1416 0.1058 8.7% 0.0060 0.5% 69% False False 87
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2487
2.618 1.2375
1.618 1.2306
1.000 1.2263
0.618 1.2237
HIGH 1.2194
0.618 1.2168
0.500 1.2160
0.382 1.2151
LOW 1.2125
0.618 1.2082
1.000 1.2056
1.618 1.2013
2.618 1.1944
4.250 1.1832
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 1.2160 1.2260
PP 1.2153 1.2220
S1 1.2147 1.2181

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

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