CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 1.2363 1.2289 -0.0074 -0.6% 1.2223
High 1.2383 1.2289 -0.0094 -0.8% 1.2383
Low 1.2363 1.2289 -0.0074 -0.6% 1.2187
Close 1.2391 1.2289 -0.0102 -0.8% 1.2391
Range 0.0020 0.0000 -0.0020 -100.0% 0.0196
ATR 0.0060 0.0063 0.0003 5.0% 0.0000
Volume 3 3 0 0.0% 25
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 1.2289 1.2289 1.2289
R3 1.2289 1.2289 1.2289
R2 1.2289 1.2289 1.2289
R1 1.2289 1.2289 1.2289 1.2289
PP 1.2289 1.2289 1.2289 1.2289
S1 1.2289 1.2289 1.2289 1.2289
S2 1.2289 1.2289 1.2289
S3 1.2289 1.2289 1.2289
S4 1.2289 1.2289 1.2289
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2908 1.2846 1.2499
R3 1.2712 1.2650 1.2445
R2 1.2516 1.2516 1.2427
R1 1.2454 1.2454 1.2409 1.2485
PP 1.2320 1.2320 1.2320 1.2336
S1 1.2258 1.2258 1.2373 1.2289
S2 1.2124 1.2124 1.2355
S3 1.1928 1.2062 1.2337
S4 1.1732 1.1866 1.2283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2383 1.2187 0.0196 1.6% 0.0011 0.1% 52% False False 3
10 1.2383 1.2187 0.0196 1.6% 0.0020 0.2% 52% False False 5
20 1.2521 1.2187 0.0334 2.7% 0.0018 0.1% 31% False False 13
40 1.2521 1.1732 0.0789 6.4% 0.0026 0.2% 71% False False 15
60 1.2708 1.1732 0.0976 7.9% 0.0036 0.3% 57% False False 15
80 1.2708 1.1732 0.0976 7.9% 0.0028 0.2% 57% 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 1.2289
2.618 1.2289
1.618 1.2289
1.000 1.2289
0.618 1.2289
HIGH 1.2289
0.618 1.2289
0.500 1.2289
0.382 1.2289
LOW 1.2289
0.618 1.2289
1.000 1.2289
1.618 1.2289
2.618 1.2289
4.250 1.2289
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 1.2289 1.2336
PP 1.2289 1.2320
S1 1.2289 1.2305

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

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