CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 1.2185 1.2266 0.0081 0.7% 1.2082
High 1.2185 1.2266 0.0081 0.7% 1.2245
Low 1.2185 1.2266 0.0081 0.7% 1.2082
Close 1.2252 1.2278 0.0026 0.2% 1.2254
Range
ATR 0.0071 0.0067 -0.0004 -5.7% 0.0000
Volume 9 2 -7 -77.8% 65
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2270 1.2274 1.2278
R3 1.2270 1.2274 1.2278
R2 1.2270 1.2270 1.2278
R1 1.2274 1.2274 1.2278 1.2272
PP 1.2270 1.2270 1.2270 1.2269
S1 1.2274 1.2274 1.2278 1.2272
S2 1.2270 1.2270 1.2278
S3 1.2270 1.2274 1.2278
S4 1.2270 1.2274 1.2278
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 1.2266 1.2085 0.0181 1.5% 0.0017 0.1% 107% True False 8
10 1.2266 1.1920 0.0346 2.8% 0.0028 0.2% 103% True False 14
20 1.2266 1.1732 0.0534 4.3% 0.0021 0.2% 102% True False 13
40 1.2708 1.1732 0.0976 7.9% 0.0035 0.3% 56% False False 14
60 1.2708 1.1732 0.0976 7.9% 0.0024 0.2% 56% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.2266
2.618 1.2266
1.618 1.2266
1.000 1.2266
0.618 1.2266
HIGH 1.2266
0.618 1.2266
0.500 1.2266
0.382 1.2266
LOW 1.2266
0.618 1.2266
1.000 1.2266
1.618 1.2266
2.618 1.2266
4.250 1.2266
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 1.2274 1.2261
PP 1.2270 1.2243
S1 1.2266 1.2226

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

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