CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 1.2465 1.2492 0.0027 0.2% 1.2376
High 1.2510 1.2514 0.0004 0.0% 1.2497
Low 1.2447 1.2455 0.0008 0.1% 1.2240
Close 1.2497 1.2488 -0.0009 -0.1% 1.2466
Range 0.0063 0.0059 -0.0004 -6.3% 0.0257
ATR 0.0105 0.0102 -0.0003 -3.1% 0.0000
Volume 13,680 18,727 5,047 36.9% 6,992
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2663 1.2634 1.2520
R3 1.2604 1.2575 1.2504
R2 1.2545 1.2545 1.2499
R1 1.2516 1.2516 1.2493 1.2501
PP 1.2486 1.2486 1.2486 1.2478
S1 1.2457 1.2457 1.2483 1.2442
S2 1.2427 1.2427 1.2477
S3 1.2368 1.2398 1.2472
S4 1.2309 1.2339 1.2456
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.3172 1.3076 1.2607
R3 1.2915 1.2819 1.2537
R2 1.2658 1.2658 1.2513
R1 1.2562 1.2562 1.2490 1.2610
PP 1.2401 1.2401 1.2401 1.2425
S1 1.2305 1.2305 1.2442 1.2353
S2 1.2144 1.2144 1.2419
S3 1.1887 1.2048 1.2395
S4 1.1630 1.1791 1.2325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2514 1.2278 0.0236 1.9% 0.0104 0.8% 89% True False 7,694
10 1.2514 1.2173 0.0341 2.7% 0.0103 0.8% 92% True False 4,201
20 1.2514 1.2169 0.0345 2.8% 0.0099 0.8% 92% True False 2,331
40 1.2570 1.1770 0.0800 6.4% 0.0102 0.8% 90% False False 1,296
60 1.2944 1.1707 0.1237 9.9% 0.0112 0.9% 63% False False 927
80 1.2944 1.1707 0.1237 9.9% 0.0089 0.7% 63% False False 697
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2765
2.618 1.2668
1.618 1.2609
1.000 1.2573
0.618 1.2550
HIGH 1.2514
0.618 1.2491
0.500 1.2485
0.382 1.2478
LOW 1.2455
0.618 1.2419
1.000 1.2396
1.618 1.2360
2.618 1.2301
4.250 1.2204
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 1.2487 1.2469
PP 1.2486 1.2451
S1 1.2485 1.2432

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

View Archives - Comment on this page... - Back to Index of Symbols