CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 1.2256 1.2173 -0.0083 -0.7% 1.2037
High 1.2256 1.2233 -0.0023 -0.2% 1.2230
Low 1.2256 1.2173 -0.0083 -0.7% 1.2037
Close 1.2256 1.2230 -0.0026 -0.2% 1.2263
Range 0.0000 0.0060 0.0060 0.0193
ATR 0.0033 0.0037 0.0004 10.6% 0.0000
Volume 2 2 0 0.0% 13
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2392 1.2371 1.2263
R3 1.2332 1.2311 1.2247
R2 1.2272 1.2272 1.2241
R1 1.2251 1.2251 1.2236 1.2262
PP 1.2212 1.2212 1.2212 1.2217
S1 1.2191 1.2191 1.2225 1.2202
S2 1.2152 1.2152 1.2219
S3 1.2092 1.2131 1.2214
S4 1.2032 1.2071 1.2197
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2756 1.2702 1.2369
R3 1.2563 1.2509 1.2316
R2 1.2370 1.2370 1.2298
R1 1.2316 1.2316 1.2281 1.2343
PP 1.2177 1.2177 1.2177 1.2190
S1 1.2123 1.2123 1.2245 1.2150
S2 1.1984 1.1984 1.2228
S3 1.1791 1.1930 1.2210
S4 1.1598 1.1737 1.2157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2256 1.2146 0.0110 0.9% 0.0012 0.1% 76% False False 2
10 1.2256 1.1931 0.0325 2.7% 0.0018 0.1% 92% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2488
2.618 1.2390
1.618 1.2330
1.000 1.2293
0.618 1.2270
HIGH 1.2233
0.618 1.2210
0.500 1.2203
0.382 1.2196
LOW 1.2173
0.618 1.2136
1.000 1.2113
1.618 1.2076
2.618 1.2016
4.250 1.1918
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 1.2221 1.2225
PP 1.2212 1.2220
S1 1.2203 1.2215

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

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