CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 1.1919 1.1995 0.0076 0.6% 1.2109
High 1.2045 1.2084 0.0039 0.3% 1.2159
Low 1.1866 1.1946 0.0080 0.7% 1.1873
Close 1.2013 1.1965 -0.0048 -0.4% 1.1932
Range 0.0179 0.0138 -0.0041 -22.9% 0.0286
ATR 0.0117 0.0118 0.0002 1.3% 0.0000
Volume 119,089 113,268 -5,821 -4.9% 235,062
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2412 1.2327 1.2041
R3 1.2274 1.2189 1.2003
R2 1.2136 1.2136 1.1990
R1 1.2051 1.2051 1.1978 1.2025
PP 1.1998 1.1998 1.1998 1.1985
S1 1.1913 1.1913 1.1952 1.1887
S2 1.1860 1.1860 1.1940
S3 1.1722 1.1775 1.1927
S4 1.1584 1.1637 1.1889
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.2846 1.2675 1.2089
R3 1.2560 1.2389 1.2011
R2 1.2274 1.2274 1.1984
R1 1.2103 1.2103 1.1958 1.2046
PP 1.1988 1.1988 1.1988 1.1959
S1 1.1817 1.1817 1.1906 1.1760
S2 1.1702 1.1702 1.1880
S3 1.1416 1.1531 1.1853
S4 1.1130 1.1245 1.1775
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2084 1.1866 0.0218 1.8% 0.0123 1.0% 45% True False 87,035
10 1.2159 1.1866 0.0293 2.4% 0.0132 1.1% 34% False False 47,543
20 1.2159 1.1864 0.0295 2.5% 0.0110 0.9% 34% False False 24,062
40 1.2474 1.1864 0.0610 5.1% 0.0113 0.9% 17% False False 12,153
60 1.2474 1.1702 0.0772 6.5% 0.0100 0.8% 34% False False 8,130
80 1.2474 1.1666 0.0808 6.8% 0.0088 0.7% 37% False False 6,113
100 1.2474 1.1416 0.1058 8.8% 0.0072 0.6% 52% False False 4,892
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2671
2.618 1.2445
1.618 1.2307
1.000 1.2222
0.618 1.2169
HIGH 1.2084
0.618 1.2031
0.500 1.2015
0.382 1.1999
LOW 1.1946
0.618 1.1861
1.000 1.1808
1.618 1.1723
2.618 1.1585
4.250 1.1360
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 1.2015 1.1975
PP 1.1998 1.1972
S1 1.1982 1.1968

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

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