CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 1.2116 1.1995 -0.0121 -1.0% 1.1914
High 1.2159 1.1995 -0.0164 -1.3% 1.2133
Low 1.1965 1.1873 -0.0092 -0.8% 1.1864
Close 1.1991 1.1918 -0.0073 -0.6% 1.2074
Range 0.0194 0.0122 -0.0072 -37.1% 0.0269
ATR 0.0115 0.0116 0.0000 0.4% 0.0000
Volume 23,493 54,198 30,705 130.7% 10,016
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2295 1.2228 1.1985
R3 1.2173 1.2106 1.1952
R2 1.2051 1.2051 1.1940
R1 1.1984 1.1984 1.1929 1.1957
PP 1.1929 1.1929 1.1929 1.1915
S1 1.1862 1.1862 1.1907 1.1835
S2 1.1807 1.1807 1.1896
S3 1.1685 1.1740 1.1884
S4 1.1563 1.1618 1.1851
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 1.2159 1.1869 0.0290 2.4% 0.0138 1.2% 17% False False 18,519
10 1.2159 1.1864 0.0295 2.5% 0.0125 1.0% 18% False False 9,824
20 1.2271 1.1864 0.0407 3.4% 0.0110 0.9% 13% False False 5,121
40 1.2474 1.1864 0.0610 5.1% 0.0107 0.9% 9% False False 2,635
60 1.2474 1.1666 0.0808 6.8% 0.0101 0.8% 31% False False 1,799
80 1.2474 1.1666 0.0808 6.8% 0.0082 0.7% 31% False False 1,351
100 1.2474 1.1416 0.1058 8.9% 0.0067 0.6% 47% False False 1,082
Crabel Price Patterns
NR True
NR4 False
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2514
2.618 1.2314
1.618 1.2192
1.000 1.2117
0.618 1.2070
HIGH 1.1995
0.618 1.1948
0.500 1.1934
0.382 1.1920
LOW 1.1873
0.618 1.1798
1.000 1.1751
1.618 1.1676
2.618 1.1554
4.250 1.1355
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 1.1934 1.2016
PP 1.1929 1.1983
S1 1.1923 1.1951

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

View Archives - Comment on this page... - Back to Index of Symbols