CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 1.2114 1.2074 -0.0040 -0.3% 1.2256
High 1.2114 1.2074 -0.0040 -0.3% 1.2256
Low 1.2114 1.2050 -0.0064 -0.5% 1.2162
Close 1.2114 1.2067 -0.0047 -0.4% 1.2166
Range 0.0000 0.0024 0.0024 0.0094
ATR 0.0036 0.0038 0.0002 5.6% 0.0000
Volume 8 8 0 0.0% 13
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2136 1.2125 1.2080
R3 1.2112 1.2101 1.2074
R2 1.2088 1.2088 1.2071
R1 1.2077 1.2077 1.2069 1.2071
PP 1.2064 1.2064 1.2064 1.2060
S1 1.2053 1.2053 1.2065 1.2047
S2 1.2040 1.2040 1.2063
S3 1.2016 1.2029 1.2060
S4 1.1992 1.2005 1.2054
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2477 1.2415 1.2218
R3 1.2383 1.2321 1.2192
R2 1.2289 1.2289 1.2183
R1 1.2227 1.2227 1.2175 1.2211
PP 1.2195 1.2195 1.2195 1.2187
S1 1.2133 1.2133 1.2157 1.2117
S2 1.2101 1.2101 1.2149
S3 1.2007 1.2039 1.2140
S4 1.1913 1.1945 1.2114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2172 1.2050 0.0122 1.0% 0.0026 0.2% 14% False True 5
10 1.2256 1.2050 0.0206 1.7% 0.0019 0.2% 8% False True 3
20 1.2256 1.1931 0.0325 2.7% 0.0016 0.1% 42% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2176
2.618 1.2137
1.618 1.2113
1.000 1.2098
0.618 1.2089
HIGH 1.2074
0.618 1.2065
0.500 1.2062
0.382 1.2059
LOW 1.2050
0.618 1.2035
1.000 1.2026
1.618 1.2011
2.618 1.1987
4.250 1.1948
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 1.2065 1.2110
PP 1.2064 1.2096
S1 1.2062 1.2081

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

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