CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 1.2637 1.2650 0.0013 0.1% 1.2424
High 1.2681 1.2672 -0.0009 -0.1% 1.2749
Low 1.2620 1.2634 0.0014 0.1% 1.2377
Close 1.2654 1.2653 -0.0001 0.0% 1.2654
Range 0.0061 0.0038 -0.0023 -37.7% 0.0372
ATR 0.0107 0.0102 -0.0005 -4.6% 0.0000
Volume 77,635 51,163 -26,472 -34.1% 569,065
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2767 1.2748 1.2674
R3 1.2729 1.2710 1.2663
R2 1.2691 1.2691 1.2660
R1 1.2672 1.2672 1.2656 1.2682
PP 1.2653 1.2653 1.2653 1.2658
S1 1.2634 1.2634 1.2650 1.2644
S2 1.2615 1.2615 1.2646
S3 1.2577 1.2596 1.2643
S4 1.2539 1.2558 1.2632
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3709 1.3554 1.2859
R3 1.3337 1.3182 1.2756
R2 1.2965 1.2965 1.2722
R1 1.2810 1.2810 1.2688 1.2888
PP 1.2593 1.2593 1.2593 1.2632
S1 1.2438 1.2438 1.2620 1.2516
S2 1.2221 1.2221 1.2586
S3 1.1849 1.2066 1.2552
S4 1.1477 1.1694 1.2449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2749 1.2448 0.0301 2.4% 0.0116 0.9% 68% False False 103,132
10 1.2749 1.2243 0.0506 4.0% 0.0113 0.9% 81% False False 102,612
20 1.2749 1.2243 0.0506 4.0% 0.0098 0.8% 81% False False 98,790
40 1.2749 1.2173 0.0576 4.6% 0.0097 0.8% 83% False False 69,250
60 1.2749 1.2106 0.0643 5.1% 0.0099 0.8% 85% False False 46,285
80 1.2749 1.1707 0.1042 8.2% 0.0097 0.8% 91% False False 34,763
100 1.2944 1.1707 0.1237 9.8% 0.0097 0.8% 76% False False 27,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 1.2834
2.618 1.2771
1.618 1.2733
1.000 1.2710
0.618 1.2695
HIGH 1.2672
0.618 1.2657
0.500 1.2653
0.382 1.2649
LOW 1.2634
0.618 1.2611
1.000 1.2596
1.618 1.2573
2.618 1.2535
4.250 1.2473
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 1.2653 1.2658
PP 1.2653 1.2656
S1 1.2653 1.2655

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

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