CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.2135 1.2085 -0.0050 -0.4% 1.1838
High 1.2170 1.2085 -0.0085 -0.7% 1.2069
Low 1.2135 1.2085 -0.0050 -0.4% 1.1838
Close 1.2162 1.2161 -0.0001 0.0% 1.2052
Range 0.0035 0.0000 -0.0035 -100.0% 0.0231
ATR 0.0070 0.0071 0.0000 0.7% 0.0000
Volume 25 3 -22 -88.0% 75
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2110 1.2136 1.2161
R3 1.2110 1.2136 1.2161
R2 1.2110 1.2110 1.2161
R1 1.2136 1.2136 1.2161 1.2123
PP 1.2110 1.2110 1.2110 1.2104
S1 1.2136 1.2136 1.2161 1.2123
S2 1.2110 1.2110 1.2161
S3 1.2110 1.2136 1.2161
S4 1.2110 1.2136 1.2161
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2679 1.2597 1.2179
R3 1.2448 1.2366 1.2116
R2 1.2217 1.2217 1.2094
R1 1.2135 1.2135 1.2073 1.2176
PP 1.1986 1.1986 1.1986 1.2007
S1 1.1904 1.1904 1.2031 1.1945
S2 1.1755 1.1755 1.2010
S3 1.1524 1.1673 1.1988
S4 1.1293 1.1442 1.1925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2170 1.2020 0.0150 1.2% 0.0034 0.3% 94% False False 26
10 1.2170 1.1756 0.0414 3.4% 0.0023 0.2% 98% False False 14
20 1.2391 1.1732 0.0659 5.4% 0.0019 0.2% 65% False False 16
40 1.2708 1.1732 0.0976 8.0% 0.0033 0.3% 44% False False 13
60 1.2708 1.1732 0.0976 8.0% 0.0023 0.2% 44% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2085
2.618 1.2085
1.618 1.2085
1.000 1.2085
0.618 1.2085
HIGH 1.2085
0.618 1.2085
0.500 1.2085
0.382 1.2085
LOW 1.2085
0.618 1.2085
1.000 1.2085
1.618 1.2085
2.618 1.2085
4.250 1.2085
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.2136 1.2149
PP 1.2110 1.2138
S1 1.2085 1.2126

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

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