CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 1.1993 1.1914 -0.0079 -0.7% 1.1994
High 1.2000 1.1942 -0.0058 -0.5% 1.2093
Low 1.1879 1.1864 -0.0015 -0.1% 1.1879
Close 1.1921 1.1888 -0.0033 -0.3% 1.1921
Range 0.0121 0.0078 -0.0043 -35.5% 0.0214
ATR 0.0102 0.0100 -0.0002 -1.7% 0.0000
Volume 806 1,278 472 58.6% 2,401
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2132 1.2088 1.1931
R3 1.2054 1.2010 1.1909
R2 1.1976 1.1976 1.1902
R1 1.1932 1.1932 1.1895 1.1915
PP 1.1898 1.1898 1.1898 1.1890
S1 1.1854 1.1854 1.1881 1.1837
S2 1.1820 1.1820 1.1874
S3 1.1742 1.1776 1.1867
S4 1.1664 1.1698 1.1845
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.2606 1.2478 1.2039
R3 1.2392 1.2264 1.1980
R2 1.2178 1.2178 1.1960
R1 1.2050 1.2050 1.1941 1.2007
PP 1.1964 1.1964 1.1964 1.1943
S1 1.1836 1.1836 1.1901 1.1793
S2 1.1750 1.1750 1.1882
S3 1.1536 1.1622 1.1862
S4 1.1322 1.1408 1.1803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2093 1.1864 0.0229 1.9% 0.0097 0.8% 10% False True 735
10 1.2130 1.1864 0.0266 2.2% 0.0086 0.7% 9% False True 561
20 1.2474 1.1864 0.0610 5.1% 0.0106 0.9% 4% False True 438
40 1.2474 1.1864 0.0610 5.1% 0.0100 0.8% 4% False True 273
60 1.2474 1.1666 0.0808 6.8% 0.0091 0.8% 27% False False 214
80 1.2474 1.1635 0.0839 7.1% 0.0070 0.6% 30% False False 162
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2274
2.618 1.2146
1.618 1.2068
1.000 1.2020
0.618 1.1990
HIGH 1.1942
0.618 1.1912
0.500 1.1903
0.382 1.1894
LOW 1.1864
0.618 1.1816
1.000 1.1786
1.618 1.1738
2.618 1.1660
4.250 1.1533
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 1.1903 1.1966
PP 1.1898 1.1940
S1 1.1893 1.1914

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

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