CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 1.2196 1.2434 0.0238 2.0% 1.2172
High 1.2225 1.2434 0.0209 1.7% 1.2225
Low 1.2156 1.2160 0.0004 0.0% 1.2050
Close 1.2235 1.2273 0.0038 0.3% 1.2235
Range 0.0069 0.0274 0.0205 297.1% 0.0175
ATR 0.0046 0.0063 0.0016 35.1% 0.0000
Volume 53 42 -11 -20.8% 75
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3111 1.2966 1.2424
R3 1.2837 1.2692 1.2348
R2 1.2563 1.2563 1.2323
R1 1.2418 1.2418 1.2298 1.2354
PP 1.2289 1.2289 1.2289 1.2257
S1 1.2144 1.2144 1.2248 1.2080
S2 1.2015 1.2015 1.2223
S3 1.1741 1.1870 1.2198
S4 1.1467 1.1596 1.2122
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2695 1.2640 1.2331
R3 1.2520 1.2465 1.2283
R2 1.2345 1.2345 1.2267
R1 1.2290 1.2290 1.2251 1.2318
PP 1.2170 1.2170 1.2170 1.2184
S1 1.2115 1.2115 1.2219 1.2143
S2 1.1995 1.1995 1.2203
S3 1.1820 1.1940 1.2187
S4 1.1645 1.1765 1.2139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2434 1.2050 0.0384 3.1% 0.0094 0.8% 58% True False 22
10 1.2434 1.2050 0.0384 3.1% 0.0053 0.4% 58% True False 12
20 1.2434 1.1931 0.0503 4.1% 0.0033 0.3% 68% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.3599
2.618 1.3151
1.618 1.2877
1.000 1.2708
0.618 1.2603
HIGH 1.2434
0.618 1.2329
0.500 1.2297
0.382 1.2265
LOW 1.2160
0.618 1.1991
1.000 1.1886
1.618 1.1717
2.618 1.1443
4.250 1.0996
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 1.2297 1.2263
PP 1.2289 1.2252
S1 1.2281 1.2242

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

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