CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 1.2985 1.2652 -0.0333 -2.6% 1.2930
High 1.3011 1.2775 -0.0236 -1.8% 1.3113
Low 1.2467 1.2596 0.0129 1.0% 1.2467
Close 1.2656 1.2755 0.0099 0.8% 1.2755
Range 0.0544 0.0179 -0.0365 -67.1% 0.0646
ATR 0.0152 0.0153 0.0002 1.3% 0.0000
Volume 361,750 166,447 -195,303 -54.0% 943,882
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3246 1.3179 1.2853
R3 1.3067 1.3000 1.2804
R2 1.2888 1.2888 1.2788
R1 1.2821 1.2821 1.2771 1.2855
PP 1.2709 1.2709 1.2709 1.2725
S1 1.2642 1.2642 1.2739 1.2676
S2 1.2530 1.2530 1.2722
S3 1.2351 1.2463 1.2706
S4 1.2172 1.2284 1.2657
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4716 1.4382 1.3110
R3 1.4070 1.3736 1.2933
R2 1.3424 1.3424 1.2873
R1 1.3090 1.3090 1.2814 1.2934
PP 1.2778 1.2778 1.2778 1.2701
S1 1.2444 1.2444 1.2696 1.2288
S2 1.2132 1.2132 1.2637
S3 1.1486 1.1798 1.2577
S4 1.0840 1.1152 1.2400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3113 1.2467 0.0646 5.1% 0.0254 2.0% 45% False False 188,776
10 1.3113 1.2467 0.0646 5.1% 0.0188 1.5% 45% False False 140,715
20 1.3113 1.2377 0.0736 5.8% 0.0147 1.2% 51% False False 119,921
40 1.3113 1.2243 0.0870 6.8% 0.0119 0.9% 59% False False 109,719
60 1.3113 1.2169 0.0944 7.4% 0.0112 0.9% 62% False False 75,856
80 1.3113 1.1897 0.1216 9.5% 0.0110 0.9% 71% False False 56,959
100 1.3113 1.1707 0.1406 11.0% 0.0112 0.9% 75% False False 45,609
120 1.3113 1.1707 0.1406 11.0% 0.0101 0.8% 75% False False 38,009
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 0.0048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3536
2.618 1.3244
1.618 1.3065
1.000 1.2954
0.618 1.2886
HIGH 1.2775
0.618 1.2707
0.500 1.2686
0.382 1.2664
LOW 1.2596
0.618 1.2485
1.000 1.2417
1.618 1.2306
2.618 1.2127
4.250 1.1835
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 1.2732 1.2753
PP 1.2709 1.2751
S1 1.2686 1.2749

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

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