CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 1.2468 1.2644 0.0176 1.4% 1.2378
High 1.2639 1.2682 0.0043 0.3% 1.2429
Low 1.2448 1.2572 0.0124 1.0% 1.2243
Close 1.2600 1.2666 0.0066 0.5% 1.2408
Range 0.0191 0.0110 -0.0081 -42.4% 0.0186
ATR 0.0105 0.0105 0.0000 0.3% 0.0000
Volume 148,875 112,812 -36,063 -24.2% 405,896
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2970 1.2928 1.2727
R3 1.2860 1.2818 1.2696
R2 1.2750 1.2750 1.2686
R1 1.2708 1.2708 1.2676 1.2729
PP 1.2640 1.2640 1.2640 1.2651
S1 1.2598 1.2598 1.2656 1.2619
S2 1.2530 1.2530 1.2646
S3 1.2420 1.2488 1.2636
S4 1.2310 1.2378 1.2606
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 1.2682 1.2243 0.0439 3.5% 0.0139 1.1% 96% True False 118,824
10 1.2682 1.2243 0.0439 3.5% 0.0116 0.9% 96% True False 108,769
20 1.2682 1.2243 0.0439 3.5% 0.0099 0.8% 96% True False 103,883
40 1.2682 1.2169 0.0513 4.1% 0.0099 0.8% 97% True False 62,940
60 1.2682 1.2031 0.0651 5.1% 0.0100 0.8% 98% True False 42,063
80 1.2682 1.1707 0.0975 7.7% 0.0095 0.8% 98% True False 31,598
100 1.2944 1.1707 0.1237 9.8% 0.0095 0.7% 78% False False 25,289
Crabel Price Patterns
NR True
NR4 True
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 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3150
2.618 1.2970
1.618 1.2860
1.000 1.2792
0.618 1.2750
HIGH 1.2682
0.618 1.2640
0.500 1.2627
0.382 1.2614
LOW 1.2572
0.618 1.2504
1.000 1.2462
1.618 1.2394
2.618 1.2284
4.250 1.2105
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 1.2653 1.2621
PP 1.2640 1.2575
S1 1.2627 1.2530

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

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