CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 1.3015 1.3034 0.0019 0.1% 1.3025
High 1.3053 1.3088 0.0035 0.3% 1.3081
Low 1.2991 1.3015 0.0024 0.2% 1.2871
Close 1.3045 1.3060 0.0015 0.1% 1.3041
Range 0.0062 0.0073 0.0011 17.7% 0.0210
ATR 0.0123 0.0120 -0.0004 -2.9% 0.0000
Volume 67,891 78,136 10,245 15.1% 481,256
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3273 1.3240 1.3100
R3 1.3200 1.3167 1.3080
R2 1.3127 1.3127 1.3073
R1 1.3094 1.3094 1.3067 1.3111
PP 1.3054 1.3054 1.3054 1.3063
S1 1.3021 1.3021 1.3053 1.3038
S2 1.2981 1.2981 1.3047
S3 1.2908 1.2948 1.3040
S4 1.2835 1.2875 1.3020
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3628 1.3544 1.3157
R3 1.3418 1.3334 1.3099
R2 1.3208 1.3208 1.3080
R1 1.3124 1.3124 1.3060 1.3166
PP 1.2998 1.2998 1.2998 1.3019
S1 1.2914 1.2914 1.3022 1.2956
S2 1.2788 1.2788 1.3003
S3 1.2578 1.2704 1.2983
S4 1.2368 1.2494 1.2926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3088 1.2871 0.0217 1.7% 0.0104 0.8% 87% True False 86,449
10 1.3173 1.2871 0.0302 2.3% 0.0104 0.8% 63% False False 87,331
20 1.3173 1.2467 0.0706 5.4% 0.0138 1.1% 84% False False 111,237
40 1.3173 1.2243 0.0930 7.1% 0.0131 1.0% 88% False False 108,071
60 1.3173 1.2243 0.0930 7.1% 0.0116 0.9% 88% False False 103,365
80 1.3173 1.2169 0.1004 7.7% 0.0112 0.9% 89% False False 78,106
100 1.3173 1.1770 0.1403 10.7% 0.0111 0.8% 92% False False 62,538
120 1.3173 1.1707 0.1466 11.2% 0.0114 0.9% 92% False False 52,146
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3398
2.618 1.3279
1.618 1.3206
1.000 1.3161
0.618 1.3133
HIGH 1.3088
0.618 1.3060
0.500 1.3052
0.382 1.3043
LOW 1.3015
0.618 1.2970
1.000 1.2942
1.618 1.2897
2.618 1.2824
4.250 1.2705
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 1.3057 1.3052
PP 1.3054 1.3044
S1 1.3052 1.3037

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

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