CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 1.2374 1.2344 -0.0030 -0.2% 1.2485
High 1.2404 1.2428 0.0024 0.2% 1.2506
Low 1.2310 1.2323 0.0013 0.1% 1.2382
Close 1.2331 1.2367 0.0036 0.3% 1.2437
Range 0.0094 0.0105 0.0011 11.7% 0.0124
ATR 0.0090 0.0091 0.0001 1.2% 0.0000
Volume 99,854 104,395 4,541 4.5% 427,989
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2688 1.2632 1.2425
R3 1.2583 1.2527 1.2396
R2 1.2478 1.2478 1.2386
R1 1.2422 1.2422 1.2377 1.2450
PP 1.2373 1.2373 1.2373 1.2387
S1 1.2317 1.2317 1.2357 1.2345
S2 1.2268 1.2268 1.2348
S3 1.2163 1.2212 1.2338
S4 1.2058 1.2107 1.2309
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 1.2487 1.2310 0.0177 1.4% 0.0088 0.7% 32% False False 104,511
10 1.2506 1.2310 0.0196 1.6% 0.0082 0.7% 29% False False 96,195
20 1.2553 1.2304 0.0249 2.0% 0.0088 0.7% 25% False False 76,348
40 1.2570 1.2169 0.0401 3.2% 0.0095 0.8% 49% False False 38,455
60 1.2570 1.1707 0.0863 7.0% 0.0097 0.8% 76% False False 25,708
80 1.2944 1.1707 0.1237 10.0% 0.0104 0.8% 53% False False 19,320
100 1.2944 1.1707 0.1237 10.0% 0.0085 0.7% 53% False False 15,456
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2874
2.618 1.2703
1.618 1.2598
1.000 1.2533
0.618 1.2493
HIGH 1.2428
0.618 1.2388
0.500 1.2376
0.382 1.2363
LOW 1.2323
0.618 1.2258
1.000 1.2218
1.618 1.2153
2.618 1.2048
4.250 1.1877
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 1.2376 1.2377
PP 1.2373 1.2373
S1 1.2370 1.2370

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

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