CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 1.3034 1.3044 0.0010 0.1% 1.3025
High 1.3088 1.3045 -0.0043 -0.3% 1.3081
Low 1.3015 1.2944 -0.0071 -0.5% 1.2871
Close 1.3060 1.3019 -0.0041 -0.3% 1.3041
Range 0.0073 0.0101 0.0028 38.4% 0.0210
ATR 0.0120 0.0119 0.0000 -0.2% 0.0000
Volume 78,136 103,382 25,246 32.3% 481,256
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3306 1.3263 1.3075
R3 1.3205 1.3162 1.3047
R2 1.3104 1.3104 1.3038
R1 1.3061 1.3061 1.3028 1.3032
PP 1.3003 1.3003 1.3003 1.2988
S1 1.2960 1.2960 1.3010 1.2931
S2 1.2902 1.2902 1.3000
S3 1.2801 1.2859 1.2991
S4 1.2700 1.2758 1.2963
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 1.2911 0.0177 1.4% 0.0095 0.7% 61% False False 84,652
10 1.3173 1.2871 0.0302 2.3% 0.0110 0.8% 49% False False 90,688
20 1.3173 1.2596 0.0577 4.4% 0.0115 0.9% 73% False False 98,319
40 1.3173 1.2243 0.0930 7.1% 0.0131 1.0% 83% False False 108,197
60 1.3173 1.2243 0.0930 7.1% 0.0117 0.9% 83% False False 104,250
80 1.3173 1.2169 0.1004 7.7% 0.0112 0.9% 85% False False 79,396
100 1.3173 1.1822 0.1351 10.4% 0.0111 0.9% 89% False False 63,569
120 1.3173 1.1707 0.1466 11.3% 0.0113 0.9% 89% False False 53,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3474
2.618 1.3309
1.618 1.3208
1.000 1.3146
0.618 1.3107
HIGH 1.3045
0.618 1.3006
0.500 1.2995
0.382 1.2983
LOW 1.2944
0.618 1.2882
1.000 1.2843
1.618 1.2781
2.618 1.2680
4.250 1.2515
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 1.3011 1.3018
PP 1.3003 1.3017
S1 1.2995 1.3016

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

View Archives - Comment on this page... - Back to Index of Symbols