CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 1.2930 1.2931 0.0001 0.0% 1.2780
High 1.3113 1.3001 -0.0112 -0.9% 1.3043
Low 1.2817 1.2854 0.0037 0.3% 1.2692
Close 1.2976 1.2960 -0.0016 -0.1% 1.2982
Range 0.0296 0.0147 -0.0149 -50.3% 0.0351
ATR 0.0121 0.0123 0.0002 1.6% 0.0000
Volume 185,765 112,414 -73,351 -39.5% 463,277
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3379 1.3317 1.3041
R3 1.3232 1.3170 1.3000
R2 1.3085 1.3085 1.2987
R1 1.3023 1.3023 1.2973 1.3054
PP 1.2938 1.2938 1.2938 1.2954
S1 1.2876 1.2876 1.2947 1.2907
S2 1.2791 1.2791 1.2933
S3 1.2644 1.2729 1.2920
S4 1.2497 1.2582 1.2879
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3959 1.3821 1.3175
R3 1.3608 1.3470 1.3079
R2 1.3257 1.3257 1.3046
R1 1.3119 1.3119 1.3014 1.3188
PP 1.2906 1.2906 1.2906 1.2940
S1 1.2768 1.2768 1.2950 1.2837
S2 1.2555 1.2555 1.2918
S3 1.2204 1.2417 1.2885
S4 1.1853 1.2066 1.2789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3113 1.2797 0.0316 2.4% 0.0161 1.2% 52% False False 117,706
10 1.3113 1.2613 0.0500 3.9% 0.0134 1.0% 69% False False 103,211
20 1.3113 1.2243 0.0870 6.7% 0.0122 0.9% 82% False False 103,106
40 1.3113 1.2243 0.0870 6.7% 0.0105 0.8% 82% False False 96,960
60 1.3113 1.2169 0.0944 7.3% 0.0103 0.8% 84% False False 65,109
80 1.3113 1.1726 0.1387 10.7% 0.0104 0.8% 89% False False 48,895
100 1.3113 1.1707 0.1406 10.8% 0.0109 0.8% 89% False False 39,153
120 1.3113 1.1707 0.1406 10.8% 0.0094 0.7% 89% False False 32,628
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0047
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3626
2.618 1.3386
1.618 1.3239
1.000 1.3148
0.618 1.3092
HIGH 1.3001
0.618 1.2945
0.500 1.2928
0.382 1.2910
LOW 1.2854
0.618 1.2763
1.000 1.2707
1.618 1.2616
2.618 1.2469
4.250 1.2229
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 1.2949 1.2965
PP 1.2938 1.2963
S1 1.2928 1.2962

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

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