CME Japanese Yen Future March 2011


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 1.1943 1.2109 0.0166 1.4% 1.1914
High 1.2133 1.2124 -0.0009 -0.1% 1.2133
Low 1.1943 1.2065 0.0122 1.0% 1.1864
Close 1.2074 1.2122 0.0048 0.4% 1.2074
Range 0.0190 0.0059 -0.0131 -68.9% 0.0269
ATR 0.0113 0.0109 -0.0004 -3.4% 0.0000
Volume 3,972 8,747 4,775 120.2% 10,016
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2281 1.2260 1.2154
R3 1.2222 1.2201 1.2138
R2 1.2163 1.2163 1.2133
R1 1.2142 1.2142 1.2127 1.2153
PP 1.2104 1.2104 1.2104 1.2109
S1 1.2083 1.2083 1.2117 1.2094
S2 1.2045 1.2045 1.2111
S3 1.1986 1.2024 1.2106
S4 1.1927 1.1965 1.2090
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2831 1.2721 1.2222
R3 1.2562 1.2452 1.2148
R2 1.2293 1.2293 1.2123
R1 1.2183 1.2183 1.2099 1.2238
PP 1.2024 1.2024 1.2024 1.2051
S1 1.1914 1.1914 1.2049 1.1969
S2 1.1755 1.1755 1.2025
S3 1.1486 1.1645 1.2000
S4 1.1217 1.1376 1.1926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2133 1.1866 0.0267 2.2% 0.0128 1.1% 96% False False 3,497
10 1.2133 1.1864 0.0269 2.2% 0.0112 0.9% 96% False False 2,116
20 1.2426 1.1864 0.0562 4.6% 0.0107 0.9% 46% False False 1,251
40 1.2474 1.1864 0.0610 5.0% 0.0103 0.8% 42% False False 699
60 1.2474 1.1666 0.0808 6.7% 0.0099 0.8% 56% False False 505
80 1.2474 1.1635 0.0839 6.9% 0.0078 0.6% 58% False False 380
100 1.2474 1.1416 0.1058 8.7% 0.0064 0.5% 67% False False 305
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 0.0025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2375
2.618 1.2278
1.618 1.2219
1.000 1.2183
0.618 1.2160
HIGH 1.2124
0.618 1.2101
0.500 1.2095
0.382 1.2088
LOW 1.2065
0.618 1.2029
1.000 1.2006
1.618 1.1970
2.618 1.1911
4.250 1.1814
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 1.2113 1.2082
PP 1.2104 1.2041
S1 1.2095 1.2001

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

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