CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 1.2380 1.2390 0.0010 0.1% 1.2185
High 1.2400 1.2390 -0.0010 -0.1% 1.2325
Low 1.2380 1.2390 0.0010 0.1% 1.2131
Close 1.2381 1.2428 0.0047 0.4% 1.2350
Range 0.0020 0.0000 -0.0020 -100.0% 0.0194
ATR 0.0076 0.0072 -0.0005 -6.3% 0.0000
Volume 44 5 -39 -88.6% 102
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 1.2403 1.2415 1.2428
R3 1.2403 1.2415 1.2428
R2 1.2403 1.2403 1.2428
R1 1.2415 1.2415 1.2428 1.2409
PP 1.2403 1.2403 1.2403 1.2400
S1 1.2415 1.2415 1.2428 1.2409
S2 1.2403 1.2403 1.2428
S3 1.2403 1.2415 1.2428
S4 1.2403 1.2415 1.2428
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2851 1.2794 1.2457
R3 1.2657 1.2600 1.2403
R2 1.2463 1.2463 1.2386
R1 1.2406 1.2406 1.2368 1.2435
PP 1.2269 1.2269 1.2269 1.2283
S1 1.2212 1.2212 1.2332 1.2241
S2 1.2075 1.2075 1.2314
S3 1.1881 1.2018 1.2297
S4 1.1687 1.1824 1.2243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2400 1.2205 0.0195 1.6% 0.0049 0.4% 114% False False 27
10 1.2400 1.2085 0.0315 2.5% 0.0048 0.4% 109% False False 16
20 1.2400 1.1732 0.0668 5.4% 0.0036 0.3% 104% False False 15
40 1.2708 1.1732 0.0976 7.9% 0.0045 0.4% 71% False False 17
60 1.2708 1.1732 0.0976 7.9% 0.0032 0.3% 71% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2390
2.618 1.2390
1.618 1.2390
1.000 1.2390
0.618 1.2390
HIGH 1.2390
0.618 1.2390
0.500 1.2390
0.382 1.2390
LOW 1.2390
0.618 1.2390
1.000 1.2390
1.618 1.2390
2.618 1.2390
4.250 1.2390
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 1.2415 1.2397
PP 1.2403 1.2366
S1 1.2390 1.2335

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

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