CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 1.2133 1.2068 -0.0065 -0.5% 1.2371
High 1.2146 1.2115 -0.0031 -0.3% 1.2398
Low 1.2026 1.2020 -0.0006 0.0% 1.2276
Close 1.2072 1.2040 -0.0032 -0.3% 1.2289
Range 0.0120 0.0095 -0.0025 -20.8% 0.0122
ATR 0.0137 0.0134 -0.0003 -2.2% 0.0000
Volume 135,539 128,914 -6,625 -4.9% 437,431
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2343 1.2287 1.2092
R3 1.2248 1.2192 1.2066
R2 1.2153 1.2153 1.2057
R1 1.2097 1.2097 1.2049 1.2078
PP 1.2058 1.2058 1.2058 1.2049
S1 1.2002 1.2002 1.2031 1.1983
S2 1.1963 1.1963 1.2023
S3 1.1868 1.1907 1.2014
S4 1.1773 1.1812 1.1988
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2687 1.2610 1.2356
R3 1.2565 1.2488 1.2323
R2 1.2443 1.2443 1.2311
R1 1.2366 1.2366 1.2300 1.2344
PP 1.2321 1.2321 1.2321 1.2310
S1 1.2244 1.2244 1.2278 1.2222
S2 1.2199 1.2199 1.2267
S3 1.2077 1.2122 1.2255
S4 1.1955 1.2000 1.2222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2374 1.2020 0.0354 2.9% 0.0105 0.9% 6% False True 111,270
10 1.2658 1.2020 0.0638 5.3% 0.0125 1.0% 3% False True 116,261
20 1.2957 1.2011 0.0946 7.9% 0.0158 1.3% 3% False False 120,750
40 1.2957 1.1919 0.1038 8.6% 0.0124 1.0% 12% False False 60,876
60 1.2957 1.1919 0.1038 8.6% 0.0111 0.9% 12% False False 40,622
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2519
2.618 1.2364
1.618 1.2269
1.000 1.2210
0.618 1.2174
HIGH 1.2115
0.618 1.2079
0.500 1.2068
0.382 1.2056
LOW 1.2020
0.618 1.1961
1.000 1.1925
1.618 1.1866
2.618 1.1771
4.250 1.1616
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 1.2068 1.2145
PP 1.2058 1.2110
S1 1.2049 1.2075

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

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