CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 1.3020 1.3021 0.0001 0.0% 1.2798
High 1.3053 1.3092 0.0039 0.3% 1.3127
Low 1.3003 1.3021 0.0018 0.1% 1.2749
Close 1.3034 1.3079 0.0045 0.3% 1.3029
Range 0.0050 0.0071 0.0021 42.0% 0.0378
ATR 0.0141 0.0136 -0.0005 -3.6% 0.0000
Volume 66,163 59,189 -6,974 -10.5% 637,732
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3277 1.3249 1.3118
R3 1.3206 1.3178 1.3099
R2 1.3135 1.3135 1.3092
R1 1.3107 1.3107 1.3086 1.3121
PP 1.3064 1.3064 1.3064 1.3071
S1 1.3036 1.3036 1.3072 1.3050
S2 1.2993 1.2993 1.3066
S3 1.2922 1.2965 1.3059
S4 1.2851 1.2894 1.3040
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 1.2957 0.0170 1.3% 0.0092 0.7% 72% False False 79,583
10 1.3127 1.2467 0.0660 5.0% 0.0171 1.3% 93% False False 135,143
20 1.3127 1.2467 0.0660 5.0% 0.0153 1.2% 93% False False 121,122
40 1.3127 1.2243 0.0884 6.8% 0.0127 1.0% 95% False False 110,956
60 1.3127 1.2173 0.0954 7.3% 0.0116 0.9% 95% False False 89,510
80 1.3127 1.2106 0.1021 7.8% 0.0112 0.9% 95% False False 67,227
100 1.3127 1.1707 0.1420 10.9% 0.0109 0.8% 97% False False 53,825
120 1.3127 1.1707 0.1420 10.9% 0.0108 0.8% 97% False False 44,869
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3394
2.618 1.3278
1.618 1.3207
1.000 1.3163
0.618 1.3136
HIGH 1.3092
0.618 1.3065
0.500 1.3057
0.382 1.3048
LOW 1.3021
0.618 1.2977
1.000 1.2950
1.618 1.2906
2.618 1.2835
4.250 1.2719
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 1.3072 1.3064
PP 1.3064 1.3049
S1 1.3057 1.3035

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

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