CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 1.2441 1.2438 -0.0003 0.0% 1.2485
High 1.2487 1.2443 -0.0044 -0.4% 1.2506
Low 1.2412 1.2353 -0.0059 -0.5% 1.2382
Close 1.2437 1.2366 -0.0071 -0.6% 1.2437
Range 0.0075 0.0090 0.0015 20.0% 0.0124
ATR 0.0089 0.0089 0.0000 0.1% 0.0000
Volume 86,982 106,295 19,313 22.2% 427,989
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2657 1.2602 1.2416
R3 1.2567 1.2512 1.2391
R2 1.2477 1.2477 1.2383
R1 1.2422 1.2422 1.2374 1.2405
PP 1.2387 1.2387 1.2387 1.2379
S1 1.2332 1.2332 1.2358 1.2315
S2 1.2297 1.2297 1.2350
S3 1.2207 1.2242 1.2341
S4 1.2117 1.2152 1.2317
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2814 1.2749 1.2505
R3 1.2690 1.2625 1.2471
R2 1.2566 1.2566 1.2460
R1 1.2501 1.2501 1.2448 1.2472
PP 1.2442 1.2442 1.2442 1.2427
S1 1.2377 1.2377 1.2426 1.2348
S2 1.2318 1.2318 1.2414
S3 1.2194 1.2253 1.2403
S4 1.2070 1.2129 1.2369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2506 1.2353 0.0153 1.2% 0.0075 0.6% 8% False True 91,593
10 1.2506 1.2341 0.0165 1.3% 0.0081 0.7% 15% False False 99,408
20 1.2553 1.2240 0.0313 2.5% 0.0093 0.7% 40% False False 66,252
40 1.2570 1.2169 0.0401 3.2% 0.0094 0.8% 49% False False 33,355
60 1.2570 1.1707 0.0863 7.0% 0.0097 0.8% 76% False False 22,314
80 1.2944 1.1707 0.1237 10.0% 0.0101 0.8% 53% False False 16,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2826
2.618 1.2679
1.618 1.2589
1.000 1.2533
0.618 1.2499
HIGH 1.2443
0.618 1.2409
0.500 1.2398
0.382 1.2387
LOW 1.2353
0.618 1.2297
1.000 1.2263
1.618 1.2207
2.618 1.2117
4.250 1.1971
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 1.2398 1.2420
PP 1.2387 1.2402
S1 1.2377 1.2384

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

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