CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 1.2353 1.2330 -0.0023 -0.2% 1.2460
High 1.2353 1.2330 -0.0023 -0.2% 1.2462
Low 1.2295 1.2330 0.0035 0.3% 1.2375
Close 1.2293 1.2274 -0.0019 -0.2% 1.2388
Range 0.0058 0.0000 -0.0058 -100.0% 0.0087
ATR 0.0065 0.0063 -0.0002 -3.1% 0.0000
Volume 1 12 11 1,100.0% 155
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 1.2311 1.2293 1.2274
R3 1.2311 1.2293 1.2274
R2 1.2311 1.2311 1.2274
R1 1.2293 1.2293 1.2274 1.2302
PP 1.2311 1.2311 1.2311 1.2316
S1 1.2293 1.2293 1.2274 1.2302
S2 1.2311 1.2311 1.2274
S3 1.2311 1.2293 1.2274
S4 1.2311 1.2293 1.2274
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.2669 1.2616 1.2436
R3 1.2582 1.2529 1.2412
R2 1.2495 1.2495 1.2404
R1 1.2442 1.2442 1.2396 1.2425
PP 1.2408 1.2408 1.2408 1.2400
S1 1.2355 1.2355 1.2380 1.2338
S2 1.2321 1.2321 1.2372
S3 1.2234 1.2268 1.2364
S4 1.2147 1.2181 1.2340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2450 1.2295 0.0155 1.3% 0.0012 0.1% -14% False False 12
10 1.2521 1.2295 0.0226 1.8% 0.0020 0.2% -9% False False 18
20 1.2521 1.2085 0.0436 3.6% 0.0034 0.3% 43% False False 17
40 1.2521 1.1732 0.0789 6.4% 0.0026 0.2% 69% False False 17
60 1.2708 1.1732 0.0976 8.0% 0.0034 0.3% 56% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2330
2.618 1.2330
1.618 1.2330
1.000 1.2330
0.618 1.2330
HIGH 1.2330
0.618 1.2330
0.500 1.2330
0.382 1.2330
LOW 1.2330
0.618 1.2330
1.000 1.2330
1.618 1.2330
2.618 1.2330
4.250 1.2330
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 1.2330 1.2348
PP 1.2311 1.2323
S1 1.2293 1.2299

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

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