CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 1.1995 1.1917 -0.0078 -0.7% 1.1914
High 1.1995 1.1987 -0.0008 -0.1% 1.2133
Low 1.1873 1.1894 0.0021 0.2% 1.1864
Close 1.1918 1.1961 0.0043 0.4% 1.2074
Range 0.0122 0.0093 -0.0029 -23.8% 0.0269
ATR 0.0116 0.0114 -0.0002 -1.4% 0.0000
Volume 54,198 69,394 15,196 28.0% 10,016
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2226 1.2187 1.2012
R3 1.2133 1.2094 1.1987
R2 1.2040 1.2040 1.1978
R1 1.2001 1.2001 1.1970 1.2021
PP 1.1947 1.1947 1.1947 1.1957
S1 1.1908 1.1908 1.1952 1.1928
S2 1.1854 1.1854 1.1944
S3 1.1761 1.1815 1.1935
S4 1.1668 1.1722 1.1910
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 1.1873 0.0286 2.4% 0.0132 1.1% 31% False False 31,960
10 1.2159 1.1864 0.0295 2.5% 0.0125 1.0% 33% False False 16,665
20 1.2258 1.1864 0.0394 3.3% 0.0106 0.9% 25% False False 8,565
40 1.2474 1.1864 0.0610 5.1% 0.0109 0.9% 16% False False 4,369
60 1.2474 1.1666 0.0808 6.8% 0.0096 0.8% 37% False False 2,954
80 1.2474 1.1666 0.0808 6.8% 0.0083 0.7% 37% False False 2,218
100 1.2474 1.1416 0.1058 8.8% 0.0068 0.6% 52% False False 1,776
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2382
2.618 1.2230
1.618 1.2137
1.000 1.2080
0.618 1.2044
HIGH 1.1987
0.618 1.1951
0.500 1.1941
0.382 1.1930
LOW 1.1894
0.618 1.1837
1.000 1.1801
1.618 1.1744
2.618 1.1651
4.250 1.1499
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 1.1954 1.2016
PP 1.1947 1.1998
S1 1.1941 1.1979

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

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