CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 1.2466 1.2470 0.0004 0.0% 1.2466
High 1.2499 1.2506 0.0007 0.1% 1.2505
Low 1.2450 1.2424 -0.0026 -0.2% 1.2341
Close 1.2488 1.2458 -0.0030 -0.2% 1.2498
Range 0.0049 0.0082 0.0033 67.3% 0.0164
ATR 0.0092 0.0091 -0.0001 -0.8% 0.0000
Volume 62,666 76,991 14,325 22.9% 541,924
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2709 1.2665 1.2503
R3 1.2627 1.2583 1.2481
R2 1.2545 1.2545 1.2473
R1 1.2501 1.2501 1.2466 1.2482
PP 1.2463 1.2463 1.2463 1.2453
S1 1.2419 1.2419 1.2450 1.2400
S2 1.2381 1.2381 1.2443
S3 1.2299 1.2337 1.2435
S4 1.2217 1.2255 1.2413
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2940 1.2883 1.2588
R3 1.2776 1.2719 1.2543
R2 1.2612 1.2612 1.2528
R1 1.2555 1.2555 1.2513 1.2584
PP 1.2448 1.2448 1.2448 1.2462
S1 1.2391 1.2391 1.2483 1.2420
S2 1.2284 1.2284 1.2468
S3 1.2120 1.2227 1.2453
S4 1.1956 1.2063 1.2408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2506 1.2348 0.0158 1.3% 0.0075 0.6% 70% True False 87,878
10 1.2530 1.2341 0.0189 1.5% 0.0084 0.7% 62% False False 91,702
20 1.2553 1.2175 0.0378 3.0% 0.0094 0.8% 75% False False 50,424
40 1.2570 1.2106 0.0464 3.7% 0.0098 0.8% 76% False False 25,418
60 1.2570 1.1707 0.0863 6.9% 0.0098 0.8% 87% False False 17,020
80 1.2944 1.1707 0.1237 9.9% 0.0099 0.8% 61% False False 12,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2855
2.618 1.2721
1.618 1.2639
1.000 1.2588
0.618 1.2557
HIGH 1.2506
0.618 1.2475
0.500 1.2465
0.382 1.2455
LOW 1.2424
0.618 1.2373
1.000 1.2342
1.618 1.2291
2.618 1.2209
4.250 1.2076
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 1.2465 1.2465
PP 1.2463 1.2463
S1 1.2460 1.2460

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

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