CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 1.2438 1.2374 -0.0064 -0.5% 1.2485
High 1.2443 1.2404 -0.0039 -0.3% 1.2506
Low 1.2353 1.2310 -0.0043 -0.3% 1.2382
Close 1.2366 1.2331 -0.0035 -0.3% 1.2437
Range 0.0090 0.0094 0.0004 4.4% 0.0124
ATR 0.0089 0.0090 0.0000 0.4% 0.0000
Volume 106,295 99,854 -6,441 -6.1% 427,989
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2630 1.2575 1.2383
R3 1.2536 1.2481 1.2357
R2 1.2442 1.2442 1.2348
R1 1.2387 1.2387 1.2340 1.2368
PP 1.2348 1.2348 1.2348 1.2339
S1 1.2293 1.2293 1.2322 1.2274
S2 1.2254 1.2254 1.2314
S3 1.2160 1.2199 1.2305
S4 1.2066 1.2105 1.2279
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 1.2310 0.0196 1.6% 0.0084 0.7% 11% False True 99,031
10 1.2506 1.2310 0.0196 1.6% 0.0082 0.7% 11% False True 98,996
20 1.2553 1.2278 0.0275 2.2% 0.0089 0.7% 19% False False 71,198
40 1.2570 1.2169 0.0401 3.3% 0.0094 0.8% 40% False False 35,850
60 1.2570 1.1707 0.0863 7.0% 0.0096 0.8% 72% False False 23,976
80 1.2944 1.1707 0.1237 10.0% 0.0102 0.8% 50% False False 18,015
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2804
2.618 1.2650
1.618 1.2556
1.000 1.2498
0.618 1.2462
HIGH 1.2404
0.618 1.2368
0.500 1.2357
0.382 1.2346
LOW 1.2310
0.618 1.2252
1.000 1.2216
1.618 1.2158
2.618 1.2064
4.250 1.1911
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 1.2357 1.2399
PP 1.2348 1.2376
S1 1.2340 1.2354

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

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