CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 1.2492 1.2489 -0.0003 0.0% 1.2376
High 1.2514 1.2553 0.0039 0.3% 1.2497
Low 1.2455 1.2462 0.0007 0.1% 1.2240
Close 1.2488 1.2518 0.0030 0.2% 1.2466
Range 0.0059 0.0091 0.0032 54.2% 0.0257
ATR 0.0102 0.0101 -0.0001 -0.8% 0.0000
Volume 18,727 50,315 31,588 168.7% 6,992
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2784 1.2742 1.2568
R3 1.2693 1.2651 1.2543
R2 1.2602 1.2602 1.2535
R1 1.2560 1.2560 1.2526 1.2581
PP 1.2511 1.2511 1.2511 1.2522
S1 1.2469 1.2469 1.2510 1.2490
S2 1.2420 1.2420 1.2501
S3 1.2329 1.2378 1.2493
S4 1.2238 1.2287 1.2468
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 1.2553 1.2304 0.0249 2.0% 0.0097 0.8% 86% True False 17,475
10 1.2553 1.2175 0.0378 3.0% 0.0103 0.8% 91% True False 9,146
20 1.2553 1.2169 0.0384 3.1% 0.0098 0.8% 91% True False 4,834
40 1.2570 1.1822 0.0748 6.0% 0.0102 0.8% 93% False False 2,547
60 1.2944 1.1707 0.1237 9.9% 0.0109 0.9% 66% False False 1,765
80 1.2944 1.1707 0.1237 9.9% 0.0090 0.7% 66% False False 1,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2940
2.618 1.2791
1.618 1.2700
1.000 1.2644
0.618 1.2609
HIGH 1.2553
0.618 1.2518
0.500 1.2508
0.382 1.2497
LOW 1.2462
0.618 1.2406
1.000 1.2371
1.618 1.2315
2.618 1.2224
4.250 1.2075
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 1.2515 1.2512
PP 1.2511 1.2506
S1 1.2508 1.2500

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

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