CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 1.2489 1.2516 0.0027 0.2% 1.2376
High 1.2553 1.2530 -0.0023 -0.2% 1.2497
Low 1.2462 1.2439 -0.0023 -0.2% 1.2240
Close 1.2518 1.2458 -0.0060 -0.5% 1.2466
Range 0.0091 0.0091 0.0000 0.0% 0.0257
ATR 0.0101 0.0101 -0.0001 -0.7% 0.0000
Volume 50,315 66,279 15,964 31.7% 6,992
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2749 1.2694 1.2508
R3 1.2658 1.2603 1.2483
R2 1.2567 1.2567 1.2475
R1 1.2512 1.2512 1.2466 1.2494
PP 1.2476 1.2476 1.2476 1.2467
S1 1.2421 1.2421 1.2450 1.2403
S2 1.2385 1.2385 1.2441
S3 1.2294 1.2330 1.2433
S4 1.2203 1.2239 1.2408
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 1.2350 0.0203 1.6% 0.0090 0.7% 53% False False 30,377
10 1.2553 1.2195 0.0358 2.9% 0.0107 0.9% 73% False False 15,735
20 1.2553 1.2169 0.0384 3.1% 0.0097 0.8% 75% False False 8,129
40 1.2570 1.1897 0.0673 5.4% 0.0101 0.8% 83% False False 4,199
60 1.2944 1.1707 0.1237 9.9% 0.0107 0.9% 61% False False 2,868
80 1.2944 1.1707 0.1237 9.9% 0.0091 0.7% 61% False False 2,154
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Fibonacci Retracements and Extensions
4.250 1.2917
2.618 1.2768
1.618 1.2677
1.000 1.2621
0.618 1.2586
HIGH 1.2530
0.618 1.2495
0.500 1.2485
0.382 1.2474
LOW 1.2439
0.618 1.2383
1.000 1.2348
1.618 1.2292
2.618 1.2201
4.250 1.2052
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 1.2485 1.2496
PP 1.2476 1.2483
S1 1.2467 1.2471

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

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