CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 1.2260 1.2272 0.0012 0.1% 1.2400
High 1.2283 1.2272 -0.0011 -0.1% 1.2400
Low 1.2200 1.2272 0.0072 0.6% 1.2200
Close 1.2273 1.2272 -0.0001 0.0% 1.2272
Range 0.0083 0.0000 -0.0083 -100.0% 0.0200
ATR 0.0064 0.0060 -0.0005 -7.0% 0.0000
Volume 1 9 8 800.0% 24
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2272 1.2272 1.2272
R3 1.2272 1.2272 1.2272
R2 1.2272 1.2272 1.2272
R1 1.2272 1.2272 1.2272 1.2272
PP 1.2272 1.2272 1.2272 1.2272
S1 1.2272 1.2272 1.2272 1.2272
S2 1.2272 1.2272 1.2272
S3 1.2272 1.2272 1.2272
S4 1.2272 1.2272 1.2272
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2891 1.2781 1.2382
R3 1.2691 1.2581 1.2327
R2 1.2491 1.2491 1.2309
R1 1.2381 1.2381 1.2290 1.2336
PP 1.2291 1.2291 1.2291 1.2268
S1 1.2181 1.2181 1.2254 1.2136
S2 1.2091 1.2091 1.2235
S3 1.1891 1.1981 1.2217
S4 1.1691 1.1781 1.2162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2400 1.2200 0.0200 1.6% 0.0028 0.2% 36% False False 4
10 1.2462 1.2200 0.0262 2.1% 0.0014 0.1% 27% False False 17
20 1.2521 1.2131 0.0390 3.2% 0.0036 0.3% 36% False False 17
40 1.2521 1.1732 0.0789 6.4% 0.0028 0.2% 68% False False 16
60 1.2708 1.1732 0.0976 8.0% 0.0035 0.3% 55% False False 15
80 1.2708 1.1732 0.0976 8.0% 0.0027 0.2% 55% False False 11
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 1.2272
2.618 1.2272
1.618 1.2272
1.000 1.2272
0.618 1.2272
HIGH 1.2272
0.618 1.2272
0.500 1.2272
0.382 1.2272
LOW 1.2272
0.618 1.2272
1.000 1.2272
1.618 1.2272
2.618 1.2272
4.250 1.2272
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 1.2272 1.2270
PP 1.2272 1.2267
S1 1.2272 1.2265

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

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