CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 1.2798 1.2857 0.0059 0.5% 1.2930
High 1.2918 1.3048 0.0130 1.0% 1.3113
Low 1.2749 1.2856 0.0107 0.8% 1.2467
Close 1.2891 1.2977 0.0086 0.7% 1.2755
Range 0.0169 0.0192 0.0023 13.6% 0.0646
ATR 0.0155 0.0157 0.0003 1.7% 0.0000
Volume 122,687 174,623 51,936 42.3% 943,882
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3536 1.3449 1.3083
R3 1.3344 1.3257 1.3030
R2 1.3152 1.3152 1.3012
R1 1.3065 1.3065 1.2995 1.3109
PP 1.2960 1.2960 1.2960 1.2982
S1 1.2873 1.2873 1.2959 1.2917
S2 1.2768 1.2768 1.2942
S3 1.2576 1.2681 1.2924
S4 1.2384 1.2489 1.2871
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 1.3048 1.2467 0.0581 4.5% 0.0238 1.8% 88% True False 188,602
10 1.3113 1.2467 0.0646 5.0% 0.0199 1.5% 79% False False 153,154
20 1.3113 1.2467 0.0646 5.0% 0.0150 1.2% 79% False False 122,115
40 1.3113 1.2243 0.0870 6.7% 0.0124 1.0% 84% False False 112,778
60 1.3113 1.2169 0.0944 7.3% 0.0115 0.9% 86% False False 80,800
80 1.3113 1.1952 0.1161 8.9% 0.0112 0.9% 88% False False 60,671
100 1.3113 1.1707 0.1406 10.8% 0.0110 0.8% 90% False False 48,577
120 1.3113 1.1707 0.1406 10.8% 0.0103 0.8% 90% False False 40,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3864
2.618 1.3551
1.618 1.3359
1.000 1.3240
0.618 1.3167
HIGH 1.3048
0.618 1.2975
0.500 1.2952
0.382 1.2929
LOW 1.2856
0.618 1.2737
1.000 1.2664
1.618 1.2545
2.618 1.2353
4.250 1.2040
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 1.2969 1.2925
PP 1.2960 1.2874
S1 1.2952 1.2822

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

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