CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 1.3028 1.3016 -0.0012 -0.1% 1.2798
High 1.3127 1.3078 -0.0049 -0.4% 1.3127
Low 1.2957 1.2992 0.0035 0.3% 1.2749
Close 1.3017 1.3029 0.0012 0.1% 1.3029
Range 0.0170 0.0086 -0.0084 -49.4% 0.0378
ATR 0.0159 0.0153 -0.0005 -3.3% 0.0000
Volume 134,736 77,672 -57,064 -42.4% 637,732
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3291 1.3246 1.3076
R3 1.3205 1.3160 1.3053
R2 1.3119 1.3119 1.3045
R1 1.3074 1.3074 1.3037 1.3097
PP 1.3033 1.3033 1.3033 1.3044
S1 1.2988 1.2988 1.3021 1.3011
S2 1.2947 1.2947 1.3013
S3 1.2861 1.2902 1.3005
S4 1.2775 1.2816 1.2982
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4102 1.3944 1.3237
R3 1.3724 1.3566 1.3133
R2 1.3346 1.3346 1.3098
R1 1.3188 1.3188 1.3064 1.3267
PP 1.2968 1.2968 1.2968 1.3008
S1 1.2810 1.2810 1.2994 1.2889
S2 1.2590 1.2590 1.2960
S3 1.2212 1.2432 1.2925
S4 1.1834 1.2054 1.2821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3127 1.2749 0.0378 2.9% 0.0156 1.2% 74% False False 127,546
10 1.3127 1.2467 0.0660 5.1% 0.0205 1.6% 85% False False 158,161
20 1.3127 1.2467 0.0660 5.1% 0.0153 1.2% 85% False False 123,355
40 1.3127 1.2243 0.0884 6.8% 0.0127 1.0% 89% False False 112,441
60 1.3127 1.2169 0.0958 7.4% 0.0117 0.9% 90% False False 86,442
80 1.3127 1.2050 0.1077 8.3% 0.0114 0.9% 91% False False 64,913
100 1.3127 1.1707 0.1420 10.9% 0.0108 0.8% 93% False False 51,970
120 1.3127 1.1707 0.1420 10.9% 0.0106 0.8% 93% False False 43,323
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 0.0044
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3444
2.618 1.3303
1.618 1.3217
1.000 1.3164
0.618 1.3131
HIGH 1.3078
0.618 1.3045
0.500 1.3035
0.382 1.3025
LOW 1.2992
0.618 1.2939
1.000 1.2906
1.618 1.2853
2.618 1.2767
4.250 1.2627
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 1.3035 1.3036
PP 1.3033 1.3033
S1 1.3031 1.3031

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

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