CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 1.2242 1.2249 0.0007 0.1% 1.2365
High 1.2271 1.2270 -0.0001 0.0% 1.2393
Low 1.2169 1.2225 0.0056 0.5% 1.2169
Close 1.2263 1.2263 0.0000 0.0% 1.2263
Range 0.0102 0.0045 -0.0057 -55.9% 0.0224
ATR 0.0106 0.0101 -0.0004 -4.1% 0.0000
Volume 555 628 73 13.2% 3,083
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2388 1.2370 1.2288
R3 1.2343 1.2325 1.2275
R2 1.2298 1.2298 1.2271
R1 1.2280 1.2280 1.2267 1.2289
PP 1.2253 1.2253 1.2253 1.2257
S1 1.2235 1.2235 1.2259 1.2244
S2 1.2208 1.2208 1.2255
S3 1.2163 1.2190 1.2251
S4 1.2118 1.2145 1.2238
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2947 1.2829 1.2386
R3 1.2723 1.2605 1.2325
R2 1.2499 1.2499 1.2304
R1 1.2381 1.2381 1.2284 1.2328
PP 1.2275 1.2275 1.2275 1.2249
S1 1.2157 1.2157 1.2242 1.2104
S2 1.2051 1.2051 1.2222
S3 1.1827 1.1933 1.2201
S4 1.1603 1.1709 1.2140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2393 1.2169 0.0224 1.8% 0.0087 0.7% 42% False False 616
10 1.2478 1.2169 0.0309 2.5% 0.0095 0.8% 30% False False 468
20 1.2570 1.2106 0.0464 3.8% 0.0100 0.8% 34% False False 374
40 1.2570 1.1707 0.0863 7.0% 0.0097 0.8% 64% False False 291
60 1.2944 1.1707 0.1237 10.1% 0.0098 0.8% 45% False False 224
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.2461
2.618 1.2388
1.618 1.2343
1.000 1.2315
0.618 1.2298
HIGH 1.2270
0.618 1.2253
0.500 1.2248
0.382 1.2242
LOW 1.2225
0.618 1.2197
1.000 1.2180
1.618 1.2152
2.618 1.2107
4.250 1.2034
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 1.2258 1.2265
PP 1.2253 1.2264
S1 1.2248 1.2264

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

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