CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 1.3012 1.2893 -0.0119 -0.9% 1.3036
High 1.3041 1.2978 -0.0063 -0.5% 1.3088
Low 1.2864 1.2867 0.0003 0.0% 1.2944
Close 1.2882 1.2933 0.0051 0.4% 1.3032
Range 0.0177 0.0111 -0.0066 -37.3% 0.0144
ATR 0.0121 0.0120 -0.0001 -0.6% 0.0000
Volume 0 93,458 93,458 383,624
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3259 1.3207 1.2994
R3 1.3148 1.3096 1.2964
R2 1.3037 1.3037 1.2953
R1 1.2985 1.2985 1.2943 1.3011
PP 1.2926 1.2926 1.2926 1.2939
S1 1.2874 1.2874 1.2923 1.2900
S2 1.2815 1.2815 1.2913
S3 1.2704 1.2763 1.2902
S4 1.2593 1.2652 1.2872
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3453 1.3387 1.3111
R3 1.3309 1.3243 1.3072
R2 1.3165 1.3165 1.3058
R1 1.3099 1.3099 1.3045 1.3060
PP 1.3021 1.3021 1.3021 1.3002
S1 1.2955 1.2955 1.3019 1.2916
S2 1.2877 1.2877 1.3006
S3 1.2733 1.2811 1.2992
S4 1.2589 1.2667 1.2953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3088 1.2864 0.0224 1.7% 0.0107 0.8% 31% False False 70,042
10 1.3088 1.2864 0.0224 1.7% 0.0109 0.8% 31% False False 80,273
20 1.3173 1.2864 0.0309 2.4% 0.0107 0.8% 22% False False 83,565
40 1.3173 1.2467 0.0706 5.5% 0.0128 1.0% 66% False False 102,840
60 1.3173 1.2243 0.0930 7.2% 0.0118 0.9% 74% False False 103,040
80 1.3173 1.2169 0.1004 7.8% 0.0113 0.9% 76% False False 81,491
100 1.3173 1.1952 0.1221 9.4% 0.0111 0.9% 80% False False 65,250
120 1.3173 1.1707 0.1466 11.3% 0.0109 0.8% 84% False False 54,408
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3450
2.618 1.3269
1.618 1.3158
1.000 1.3089
0.618 1.3047
HIGH 1.2978
0.618 1.2936
0.500 1.2923
0.382 1.2909
LOW 1.2867
0.618 1.2798
1.000 1.2756
1.618 1.2687
2.618 1.2576
4.250 1.2395
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 1.2930 1.2966
PP 1.2926 1.2955
S1 1.2923 1.2944

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

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