CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 1.2460 1.2397 -0.0063 -0.5% 1.2365
High 1.2462 1.2397 -0.0065 -0.5% 1.2521
Low 1.2460 1.2397 -0.0063 -0.5% 1.2270
Close 1.2468 1.2397 -0.0071 -0.6% 1.2446
Range 0.0002 0.0000 -0.0002 -100.0% 0.0251
ATR 0.0070 0.0070 0.0000 0.1% 0.0000
Volume 15 46 31 206.7% 74
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 1.2397 1.2397 1.2397
R3 1.2397 1.2397 1.2397
R2 1.2397 1.2397 1.2397
R1 1.2397 1.2397 1.2397 1.2397
PP 1.2397 1.2397 1.2397 1.2397
S1 1.2397 1.2397 1.2397 1.2397
S2 1.2397 1.2397 1.2397
S3 1.2397 1.2397 1.2397
S4 1.2397 1.2397 1.2397
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.3165 1.3057 1.2584
R3 1.2914 1.2806 1.2515
R2 1.2663 1.2663 1.2492
R1 1.2555 1.2555 1.2469 1.2609
PP 1.2412 1.2412 1.2412 1.2440
S1 1.2304 1.2304 1.2423 1.2358
S2 1.2161 1.2161 1.2400
S3 1.1910 1.2053 1.2377
S4 1.1659 1.1802 1.2308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2521 1.2390 0.0131 1.1% 0.0027 0.2% 5% False False 17
10 1.2521 1.2131 0.0390 3.1% 0.0057 0.5% 68% False False 22
20 1.2521 1.1920 0.0601 4.8% 0.0043 0.3% 79% False False 18
40 1.2708 1.1732 0.0976 7.9% 0.0043 0.3% 68% False False 18
60 1.2708 1.1732 0.0976 7.9% 0.0034 0.3% 68% False False 13
Crabel Price Patterns
NR True
NR4 True
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2397
2.618 1.2397
1.618 1.2397
1.000 1.2397
0.618 1.2397
HIGH 1.2397
0.618 1.2397
0.500 1.2397
0.382 1.2397
LOW 1.2397
0.618 1.2397
1.000 1.2397
1.618 1.2397
2.618 1.2397
4.250 1.2397
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 1.2397 1.2430
PP 1.2397 1.2419
S1 1.2397 1.2408

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

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