CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 1.2370 1.2277 -0.0093 -0.8% 1.2385
High 1.2370 1.2360 -0.0010 -0.1% 1.2478
Low 1.2241 1.2247 0.0006 0.0% 1.2309
Close 1.2284 1.2264 -0.0020 -0.2% 1.2377
Range 0.0129 0.0113 -0.0016 -12.4% 0.0169
ATR 0.0105 0.0106 0.0001 0.5% 0.0000
Volume 627 364 -263 -41.9% 1,602
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 1.2629 1.2560 1.2326
R3 1.2516 1.2447 1.2295
R2 1.2403 1.2403 1.2285
R1 1.2334 1.2334 1.2274 1.2312
PP 1.2290 1.2290 1.2290 1.2280
S1 1.2221 1.2221 1.2254 1.2199
S2 1.2177 1.2177 1.2243
S3 1.2064 1.2108 1.2233
S4 1.1951 1.1995 1.2202
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.2895 1.2805 1.2470
R3 1.2726 1.2636 1.2423
R2 1.2557 1.2557 1.2408
R1 1.2467 1.2467 1.2392 1.2428
PP 1.2388 1.2388 1.2388 1.2368
S1 1.2298 1.2298 1.2362 1.2259
S2 1.2219 1.2219 1.2346
S3 1.2050 1.2129 1.2331
S4 1.1881 1.1960 1.2284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2456 1.2241 0.0215 1.8% 0.0097 0.8% 11% False False 517
10 1.2570 1.2241 0.0329 2.7% 0.0106 0.9% 7% False False 460
20 1.2570 1.2050 0.0520 4.2% 0.0105 0.9% 41% False False 329
40 1.2570 1.1707 0.0863 7.0% 0.0095 0.8% 65% False False 263
60 1.2944 1.1707 0.1237 10.1% 0.0095 0.8% 45% False False 205
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 True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2840
2.618 1.2656
1.618 1.2543
1.000 1.2473
0.618 1.2430
HIGH 1.2360
0.618 1.2317
0.500 1.2304
0.382 1.2290
LOW 1.2247
0.618 1.2177
1.000 1.2134
1.618 1.2064
2.618 1.1951
4.250 1.1767
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 1.2304 1.2317
PP 1.2290 1.2299
S1 1.2277 1.2282

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

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