CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 1.1979 1.1930 -0.0049 -0.4% 1.2202
High 1.1979 1.1979 0.0000 0.0% 1.2202
Low 1.1979 1.1930 -0.0049 -0.4% 1.2027
Close 1.1979 1.2015 0.0036 0.3% 1.2027
Range 0.0000 0.0049 0.0049 0.0175
ATR 0.0049 0.0049 0.0000 0.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2122 1.2117 1.2042
R3 1.2073 1.2068 1.2028
R2 1.2024 1.2024 1.2024
R1 1.2019 1.2019 1.2019 1.2022
PP 1.1975 1.1975 1.1975 1.1976
S1 1.1970 1.1970 1.2011 1.1973
S2 1.1926 1.1926 1.2006
S3 1.1877 1.1921 1.2002
S4 1.1828 1.1872 1.1988
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2610 1.2494 1.2123
R3 1.2435 1.2319 1.2075
R2 1.2260 1.2260 1.2059
R1 1.2144 1.2144 1.2043 1.2115
PP 1.2085 1.2085 1.2085 1.2071
S1 1.1969 1.1969 1.2011 1.1940
S2 1.1910 1.1910 1.1995
S3 1.1735 1.1794 1.1979
S4 1.1560 1.1619 1.1931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2052 1.1930 0.0122 1.0% 0.0010 0.1% 70% False True 1
10 1.2303 1.1930 0.0373 3.1% 0.0005 0.0% 23% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2187
2.618 1.2107
1.618 1.2058
1.000 1.2028
0.618 1.2009
HIGH 1.1979
0.618 1.1960
0.500 1.1955
0.382 1.1949
LOW 1.1930
0.618 1.1900
1.000 1.1881
1.618 1.1851
2.618 1.1802
4.250 1.1722
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 1.1995 1.2007
PP 1.1975 1.1999
S1 1.1955 1.1991

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

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