CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1.2193 1.2185 -0.0008 -0.1% 1.2082
High 1.2245 1.2185 -0.0060 -0.5% 1.2245
Low 1.2193 1.2185 -0.0008 -0.1% 1.2082
Close 1.2254 1.2252 -0.0002 0.0% 1.2254
Range 0.0052 0.0000 -0.0052 -100.0% 0.0163
ATR 0.0072 0.0071 0.0000 -0.3% 0.0000
Volume 1 9 8 800.0% 65
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2207 1.2230 1.2252
R3 1.2207 1.2230 1.2252
R2 1.2207 1.2207 1.2252
R1 1.2230 1.2230 1.2252 1.2219
PP 1.2207 1.2207 1.2207 1.2202
S1 1.2230 1.2230 1.2252 1.2219
S2 1.2207 1.2207 1.2252
S3 1.2207 1.2230 1.2252
S4 1.2207 1.2230 1.2252
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2683 1.2631 1.2344
R3 1.2520 1.2468 1.2299
R2 1.2357 1.2357 1.2284
R1 1.2305 1.2305 1.2269 1.2331
PP 1.2194 1.2194 1.2194 1.2207
S1 1.2142 1.2142 1.2239 1.2168
S2 1.2031 1.2031 1.2224
S3 1.1868 1.1979 1.2209
S4 1.1705 1.1816 1.2164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2245 1.2082 0.0163 1.3% 0.0030 0.2% 104% False False 14
10 1.2245 1.1838 0.0407 3.3% 0.0028 0.2% 102% False False 14
20 1.2280 1.1732 0.0548 4.5% 0.0021 0.2% 95% False False 14
40 1.2708 1.1732 0.0976 8.0% 0.0035 0.3% 53% False False 14
60 1.2708 1.1732 0.0976 8.0% 0.0024 0.2% 53% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2185
2.618 1.2185
1.618 1.2185
1.000 1.2185
0.618 1.2185
HIGH 1.2185
0.618 1.2185
0.500 1.2185
0.382 1.2185
LOW 1.2185
0.618 1.2185
1.000 1.2185
1.618 1.2185
2.618 1.2185
4.250 1.2185
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1.2230 1.2223
PP 1.2207 1.2194
S1 1.2185 1.2165

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

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