CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 1.2014 1.2018 0.0004 0.0% 1.2130
High 1.2093 1.2068 -0.0025 -0.2% 1.2130
Low 1.1946 1.1975 0.0029 0.2% 1.1949
Close 1.2036 1.1974 -0.0062 -0.5% 1.1991
Range 0.0147 0.0093 -0.0054 -36.7% 0.0181
ATR 0.0101 0.0101 -0.0001 -0.6% 0.0000
Volume 364 987 623 171.2% 1,936
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2285 1.2222 1.2025
R3 1.2192 1.2129 1.2000
R2 1.2099 1.2099 1.1991
R1 1.2036 1.2036 1.1983 1.2021
PP 1.2006 1.2006 1.2006 1.1998
S1 1.1943 1.1943 1.1965 1.1928
S2 1.1913 1.1913 1.1957
S3 1.1820 1.1850 1.1948
S4 1.1727 1.1757 1.1923
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2566 1.2460 1.2091
R3 1.2385 1.2279 1.2041
R2 1.2204 1.2204 1.2024
R1 1.2098 1.2098 1.2008 1.2061
PP 1.2023 1.2023 1.2023 1.2005
S1 1.1917 1.1917 1.1974 1.1880
S2 1.1842 1.1842 1.1958
S3 1.1661 1.1736 1.1941
S4 1.1480 1.1555 1.1891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2093 1.1946 0.0147 1.2% 0.0086 0.7% 19% False False 451
10 1.2258 1.1946 0.0312 2.6% 0.0087 0.7% 9% False False 465
20 1.2474 1.1946 0.0528 4.4% 0.0107 0.9% 5% False False 346
40 1.2474 1.1931 0.0543 4.5% 0.0098 0.8% 8% False False 224
60 1.2474 1.1666 0.0808 6.7% 0.0088 0.7% 38% False False 180
80 1.2474 1.1610 0.0864 7.2% 0.0069 0.6% 42% False False 136
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2463
2.618 1.2311
1.618 1.2218
1.000 1.2161
0.618 1.2125
HIGH 1.2068
0.618 1.2032
0.500 1.2022
0.382 1.2011
LOW 1.1975
0.618 1.1918
1.000 1.1882
1.618 1.1825
2.618 1.1732
4.250 1.1580
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 1.2022 1.2020
PP 1.2006 1.2004
S1 1.1990 1.1989

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

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