CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 1.2292 1.2383 0.0091 0.7% 1.2223
High 1.2360 1.2383 0.0023 0.2% 1.2383
Low 1.2292 1.2383 0.0091 0.7% 1.2187
Close 1.2379 1.2383 0.0004 0.0% 1.2391
Range 0.0068 0.0000 -0.0068 -100.0% 0.0196
ATR 0.0063 0.0059 -0.0004 -6.7% 0.0000
Volume 3 46 43 1,433.3% 25
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2383 1.2383 1.2383
R3 1.2383 1.2383 1.2383
R2 1.2383 1.2383 1.2383
R1 1.2383 1.2383 1.2383 1.2383
PP 1.2383 1.2383 1.2383 1.2383
S1 1.2383 1.2383 1.2383 1.2383
S2 1.2383 1.2383 1.2383
S3 1.2383 1.2383 1.2383
S4 1.2383 1.2383 1.2383
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 1.2289 0.0094 0.8% 0.0018 0.1% 100% True False 11
10 1.2383 1.2187 0.0196 1.6% 0.0021 0.2% 100% True False 8
20 1.2521 1.2187 0.0334 2.7% 0.0020 0.2% 59% False False 13
40 1.2521 1.1732 0.0789 6.4% 0.0028 0.2% 83% False False 14
60 1.2708 1.1732 0.0976 7.9% 0.0037 0.3% 67% False False 16
80 1.2708 1.1732 0.0976 7.9% 0.0029 0.2% 67% 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 1.2383
2.618 1.2383
1.618 1.2383
1.000 1.2383
0.618 1.2383
HIGH 1.2383
0.618 1.2383
0.500 1.2383
0.382 1.2383
LOW 1.2383
0.618 1.2383
1.000 1.2383
1.618 1.2383
2.618 1.2383
4.250 1.2383
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 1.2383 1.2367
PP 1.2383 1.2352
S1 1.2383 1.2336

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

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