CME Japanese Yen Future June 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1.2111 1.2226 0.0115 0.9% 1.2030
High 1.2256 1.2247 -0.0009 -0.1% 1.2256
Low 1.2111 1.2134 0.0023 0.2% 1.2013
Close 1.2232 1.2231 -0.0001 0.0% 1.2232
Range 0.0145 0.0113 -0.0032 -22.1% 0.0243
ATR 0.0128 0.0127 -0.0001 -0.8% 0.0000
Volume 111,042 114,869 3,827 3.4% 485,279
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2543 1.2500 1.2293
R3 1.2430 1.2387 1.2262
R2 1.2317 1.2317 1.2252
R1 1.2274 1.2274 1.2241 1.2296
PP 1.2204 1.2204 1.2204 1.2215
S1 1.2161 1.2161 1.2221 1.2183
S2 1.2091 1.2091 1.2210
S3 1.1978 1.2048 1.2200
S4 1.1865 1.1935 1.2169
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2896 1.2807 1.2366
R3 1.2653 1.2564 1.2299
R2 1.2410 1.2410 1.2277
R1 1.2321 1.2321 1.2254 1.2366
PP 1.2167 1.2167 1.2167 1.2189
S1 1.2078 1.2078 1.2210 1.2123
S2 1.1924 1.1924 1.2187
S3 1.1681 1.1835 1.2165
S4 1.1438 1.1592 1.2098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2256 1.2013 0.0243 2.0% 0.0121 1.0% 90% False False 120,029
10 1.2256 1.1746 0.0510 4.2% 0.0126 1.0% 95% False False 122,060
20 1.2294 1.1697 0.0597 4.9% 0.0122 1.0% 89% False False 125,948
40 1.2957 1.1697 0.1260 10.3% 0.0137 1.1% 42% False False 111,958
60 1.2957 1.1697 0.1260 10.3% 0.0121 1.0% 42% False False 74,766
80 1.2957 1.1697 0.1260 10.3% 0.0111 0.9% 42% False False 56,097
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2727
2.618 1.2543
1.618 1.2430
1.000 1.2360
0.618 1.2317
HIGH 1.2247
0.618 1.2204
0.500 1.2191
0.382 1.2177
LOW 1.2134
0.618 1.2064
1.000 1.2021
1.618 1.1951
2.618 1.1838
4.250 1.1654
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1.2218 1.2203
PP 1.2204 1.2174
S1 1.2191 1.2146

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

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