CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 1.2376 1.2280 -0.0096 -0.8% 1.2238
High 1.2395 1.2403 0.0008 0.1% 1.2392
Low 1.2240 1.2278 0.0038 0.3% 1.2173
Close 1.2279 1.2368 0.0089 0.7% 1.2381
Range 0.0155 0.0125 -0.0030 -19.4% 0.0219
ATR 0.0103 0.0104 0.0002 1.5% 0.0000
Volume 927 1,408 481 51.9% 2,833
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2725 1.2671 1.2437
R3 1.2600 1.2546 1.2402
R2 1.2475 1.2475 1.2391
R1 1.2421 1.2421 1.2379 1.2448
PP 1.2350 1.2350 1.2350 1.2363
S1 1.2296 1.2296 1.2357 1.2323
S2 1.2225 1.2225 1.2345
S3 1.2100 1.2171 1.2334
S4 1.1975 1.2046 1.2299
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2972 1.2896 1.2501
R3 1.2753 1.2677 1.2441
R2 1.2534 1.2534 1.2421
R1 1.2458 1.2458 1.2401 1.2496
PP 1.2315 1.2315 1.2315 1.2335
S1 1.2239 1.2239 1.2361 1.2277
S2 1.2096 1.2096 1.2341
S3 1.1877 1.2020 1.2321
S4 1.1658 1.1801 1.2261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2403 1.2175 0.0228 1.8% 0.0110 0.9% 85% True False 817
10 1.2403 1.2169 0.0234 1.9% 0.0100 0.8% 85% True False 671
20 1.2570 1.2169 0.0401 3.2% 0.0102 0.8% 50% False False 563
40 1.2570 1.1707 0.0863 7.0% 0.0101 0.8% 77% False False 388
60 1.2944 1.1707 0.1237 10.0% 0.0109 0.9% 53% False False 310
80 1.2944 1.1707 0.1237 10.0% 0.0084 0.7% 53% False False 233
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2934
2.618 1.2730
1.618 1.2605
1.000 1.2528
0.618 1.2480
HIGH 1.2403
0.618 1.2355
0.500 1.2341
0.382 1.2326
LOW 1.2278
0.618 1.2201
1.000 1.2153
1.618 1.2076
2.618 1.1951
4.250 1.1747
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 1.2359 1.2353
PP 1.2350 1.2337
S1 1.2341 1.2322

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

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