CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 1.2037 1.2146 0.0109 0.9% 1.2031
High 1.2118 1.2146 0.0028 0.2% 1.2056
Low 1.2037 1.2146 0.0109 0.9% 1.1931
Close 1.2117 1.2146 0.0029 0.2% 1.2056
Range 0.0081 0.0000 -0.0081 -100.0% 0.0125
ATR
Volume 4 4 0 0.0% 29
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2146 1.2146 1.2146
R3 1.2146 1.2146 1.2146
R2 1.2146 1.2146 1.2146
R1 1.2146 1.2146 1.2146 1.2146
PP 1.2146 1.2146 1.2146 1.2146
S1 1.2146 1.2146 1.2146 1.2146
S2 1.2146 1.2146 1.2146
S3 1.2146 1.2146 1.2146
S4 1.2146 1.2146 1.2146
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2389 1.2348 1.2125
R3 1.2264 1.2223 1.2090
R2 1.2139 1.2139 1.2079
R1 1.2098 1.2098 1.2067 1.2119
PP 1.2014 1.2014 1.2014 1.2025
S1 1.1973 1.1973 1.2045 1.1994
S2 1.1889 1.1889 1.2033
S3 1.1764 1.1848 1.2022
S4 1.1639 1.1723 1.1987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2146 1.1931 0.0215 1.8% 0.0024 0.2% 100% True False 3
10 1.2168 1.1931 0.0237 2.0% 0.0013 0.1% 91% False False 4
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2146
2.618 1.2146
1.618 1.2146
1.000 1.2146
0.618 1.2146
HIGH 1.2146
0.618 1.2146
0.500 1.2146
0.382 1.2146
LOW 1.2146
0.618 1.2146
1.000 1.2146
1.618 1.2146
2.618 1.2146
4.250 1.2146
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 1.2146 1.2128
PP 1.2146 1.2110
S1 1.2146 1.2092

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

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