CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 1.2336 1.2362 0.0026 0.2% 1.2438
High 1.2387 1.2382 -0.0005 0.0% 1.2464
Low 1.2333 1.2287 -0.0046 -0.4% 1.2310
Close 1.2363 1.2313 -0.0050 -0.4% 1.2372
Range 0.0054 0.0095 0.0041 75.9% 0.0154
ATR 0.0090 0.0090 0.0000 0.4% 0.0000
Volume 81,522 98,338 16,816 20.6% 521,697
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2612 1.2558 1.2365
R3 1.2517 1.2463 1.2339
R2 1.2422 1.2422 1.2330
R1 1.2368 1.2368 1.2322 1.2348
PP 1.2327 1.2327 1.2327 1.2317
S1 1.2273 1.2273 1.2304 1.2253
S2 1.2232 1.2232 1.2296
S3 1.2137 1.2178 1.2287
S4 1.2042 1.2083 1.2261
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2844 1.2762 1.2457
R3 1.2690 1.2608 1.2414
R2 1.2536 1.2536 1.2400
R1 1.2454 1.2454 1.2386 1.2418
PP 1.2382 1.2382 1.2382 1.2364
S1 1.2300 1.2300 1.2358 1.2264
S2 1.2228 1.2228 1.2344
S3 1.2074 1.2146 1.2330
S4 1.1920 1.1992 1.2287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2464 1.2287 0.0177 1.4% 0.0090 0.7% 15% False True 97,503
10 1.2487 1.2287 0.0200 1.6% 0.0089 0.7% 13% False True 101,007
20 1.2530 1.2287 0.0243 2.0% 0.0087 0.7% 11% False True 96,355
40 1.2553 1.2169 0.0384 3.1% 0.0092 0.8% 38% False False 50,594
60 1.2570 1.1822 0.0748 6.1% 0.0097 0.8% 66% False False 33,816
80 1.2944 1.1707 0.1237 10.0% 0.0104 0.8% 49% False False 25,412
100 1.2944 1.1707 0.1237 10.0% 0.0089 0.7% 49% False False 20,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2786
2.618 1.2631
1.618 1.2536
1.000 1.2477
0.618 1.2441
HIGH 1.2382
0.618 1.2346
0.500 1.2335
0.382 1.2323
LOW 1.2287
0.618 1.2228
1.000 1.2192
1.618 1.2133
2.618 1.2038
4.250 1.1883
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 1.2335 1.2355
PP 1.2327 1.2341
S1 1.2320 1.2327

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

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