CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 1.2224 1.2314 0.0090 0.7% 1.2400
High 1.2224 1.2314 0.0090 0.7% 1.2400
Low 1.2187 1.2314 0.0127 1.0% 1.2200
Close 1.2211 1.2314 0.0103 0.8% 1.2272
Range 0.0037 0.0000 -0.0037 -100.0% 0.0200
ATR 0.0056 0.0059 0.0003 6.1% 0.0000
Volume 1 3 2 200.0% 24
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 1.2314 1.2314 1.2314
R3 1.2314 1.2314 1.2314
R2 1.2314 1.2314 1.2314
R1 1.2314 1.2314 1.2314 1.2314
PP 1.2314 1.2314 1.2314 1.2314
S1 1.2314 1.2314 1.2314 1.2314
S2 1.2314 1.2314 1.2314
S3 1.2314 1.2314 1.2314
S4 1.2314 1.2314 1.2314
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 1.2314 1.2187 0.0127 1.0% 0.0007 0.1% 100% True False 6
10 1.2450 1.2187 0.0263 2.1% 0.0018 0.1% 48% False False 4
20 1.2521 1.2187 0.0334 2.7% 0.0023 0.2% 38% False False 17
40 1.2521 1.1732 0.0789 6.4% 0.0029 0.2% 74% False False 15
60 1.2708 1.1732 0.0976 7.9% 0.0036 0.3% 60% False False 15
80 1.2708 1.1732 0.0976 7.9% 0.0028 0.2% 60% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
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 1.2314
2.618 1.2314
1.618 1.2314
1.000 1.2314
0.618 1.2314
HIGH 1.2314
0.618 1.2314
0.500 1.2314
0.382 1.2314
LOW 1.2314
0.618 1.2314
1.000 1.2314
1.618 1.2314
2.618 1.2314
4.250 1.2314
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 1.2314 1.2293
PP 1.2314 1.2272
S1 1.2314 1.2251

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

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