CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 1.2690 1.2740 0.0050 0.4% 1.2650
High 1.2780 1.2779 -0.0001 0.0% 1.2780
Low 1.2657 1.2706 0.0049 0.4% 1.2613
Close 1.2750 1.2754 0.0004 0.0% 1.2754
Range 0.0123 0.0073 -0.0050 -40.7% 0.0167
ATR 0.0102 0.0100 -0.0002 -2.0% 0.0000
Volume 118,438 73,611 -44,827 -37.8% 422,213
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2965 1.2933 1.2794
R3 1.2892 1.2860 1.2774
R2 1.2819 1.2819 1.2767
R1 1.2787 1.2787 1.2761 1.2803
PP 1.2746 1.2746 1.2746 1.2755
S1 1.2714 1.2714 1.2747 1.2730
S2 1.2673 1.2673 1.2741
S3 1.2600 1.2641 1.2734
S4 1.2527 1.2568 1.2714
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3217 1.3152 1.2846
R3 1.3050 1.2985 1.2800
R2 1.2883 1.2883 1.2785
R1 1.2818 1.2818 1.2769 1.2851
PP 1.2716 1.2716 1.2716 1.2732
S1 1.2651 1.2651 1.2739 1.2684
S2 1.2549 1.2549 1.2723
S3 1.2382 1.2484 1.2708
S4 1.2215 1.2317 1.2662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2780 1.2613 0.0167 1.3% 0.0081 0.6% 84% False False 84,442
10 1.2780 1.2377 0.0403 3.2% 0.0106 0.8% 94% False False 99,127
20 1.2780 1.2243 0.0537 4.2% 0.0103 0.8% 95% False False 100,292
40 1.2780 1.2195 0.0585 4.6% 0.0099 0.8% 96% False False 78,474
60 1.2780 1.2169 0.0611 4.8% 0.0097 0.8% 96% False False 52,459
80 1.2780 1.1707 0.1073 8.4% 0.0099 0.8% 98% False False 39,395
100 1.2944 1.1707 0.1237 9.7% 0.0100 0.8% 85% False False 31,539
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3089
2.618 1.2970
1.618 1.2897
1.000 1.2852
0.618 1.2824
HIGH 1.2779
0.618 1.2751
0.500 1.2743
0.382 1.2734
LOW 1.2706
0.618 1.2661
1.000 1.2633
1.618 1.2588
2.618 1.2515
4.250 1.2396
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 1.2750 1.2735
PP 1.2746 1.2716
S1 1.2743 1.2697

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

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