CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 1.2344 1.2378 0.0034 0.3% 1.2485
High 1.2428 1.2464 0.0036 0.3% 1.2506
Low 1.2323 1.2367 0.0044 0.4% 1.2382
Close 1.2367 1.2433 0.0066 0.5% 1.2437
Range 0.0105 0.0097 -0.0008 -7.6% 0.0124
ATR 0.0091 0.0091 0.0000 0.5% 0.0000
Volume 104,395 122,376 17,981 17.2% 427,989
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2712 1.2670 1.2486
R3 1.2615 1.2573 1.2460
R2 1.2518 1.2518 1.2451
R1 1.2476 1.2476 1.2442 1.2497
PP 1.2421 1.2421 1.2421 1.2432
S1 1.2379 1.2379 1.2424 1.2400
S2 1.2324 1.2324 1.2415
S3 1.2227 1.2282 1.2406
S4 1.2130 1.2185 1.2380
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% 0.0092 0.7% 69% False False 103,980
10 1.2506 1.2310 0.0196 1.6% 0.0083 0.7% 63% False False 96,680
20 1.2553 1.2310 0.0243 2.0% 0.0087 0.7% 51% False False 82,378
40 1.2570 1.2169 0.0401 3.2% 0.0095 0.8% 66% False False 41,507
60 1.2570 1.1707 0.0863 6.9% 0.0097 0.8% 84% False False 27,747
80 1.2944 1.1707 0.1237 9.9% 0.0104 0.8% 59% False False 20,849
100 1.2944 1.1707 0.1237 9.9% 0.0086 0.7% 59% False False 16,680
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2876
2.618 1.2718
1.618 1.2621
1.000 1.2561
0.618 1.2524
HIGH 1.2464
0.618 1.2427
0.500 1.2416
0.382 1.2404
LOW 1.2367
0.618 1.2307
1.000 1.2270
1.618 1.2210
2.618 1.2113
4.250 1.1955
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 1.2427 1.2418
PP 1.2421 1.2402
S1 1.2416 1.2387

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

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