CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 1.2424 1.2468 0.0044 0.4% 1.2378
High 1.2491 1.2639 0.0148 1.2% 1.2429
Low 1.2377 1.2448 0.0071 0.6% 1.2243
Close 1.2482 1.2600 0.0118 0.9% 1.2408
Range 0.0114 0.0191 0.0077 67.5% 0.0186
ATR 0.0098 0.0105 0.0007 6.7% 0.0000
Volume 104,566 148,875 44,309 42.4% 405,896
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3135 1.3059 1.2705
R3 1.2944 1.2868 1.2653
R2 1.2753 1.2753 1.2635
R1 1.2677 1.2677 1.2618 1.2715
PP 1.2562 1.2562 1.2562 1.2582
S1 1.2486 1.2486 1.2582 1.2524
S2 1.2371 1.2371 1.2565
S3 1.2180 1.2295 1.2547
S4 1.1989 1.2104 1.2495
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2918 1.2849 1.2510
R3 1.2732 1.2663 1.2459
R2 1.2546 1.2546 1.2442
R1 1.2477 1.2477 1.2425 1.2512
PP 1.2360 1.2360 1.2360 1.2377
S1 1.2291 1.2291 1.2391 1.2326
S2 1.2174 1.2174 1.2374
S3 1.1988 1.2105 1.2357
S4 1.1802 1.1919 1.2306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2639 1.2243 0.0396 3.1% 0.0128 1.0% 90% True False 112,566
10 1.2639 1.2243 0.0396 3.1% 0.0114 0.9% 90% True False 107,473
20 1.2639 1.2243 0.0396 3.1% 0.0098 0.8% 90% True False 103,441
40 1.2639 1.2169 0.0470 3.7% 0.0097 0.8% 92% True False 60,142
60 1.2639 1.1952 0.0687 5.5% 0.0100 0.8% 94% True False 40,189
80 1.2664 1.1707 0.0957 7.6% 0.0099 0.8% 93% False False 30,192
100 1.2944 1.1707 0.1237 9.8% 0.0094 0.7% 72% False False 24,161
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 0.0029
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.3451
2.618 1.3139
1.618 1.2948
1.000 1.2830
0.618 1.2757
HIGH 1.2639
0.618 1.2566
0.500 1.2544
0.382 1.2521
LOW 1.2448
0.618 1.2330
1.000 1.2257
1.618 1.2139
2.618 1.1948
4.250 1.1636
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 1.2581 1.2547
PP 1.2562 1.2494
S1 1.2544 1.2441

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

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