CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 1.2495 1.2487 -0.0008 -0.1% 1.2409
High 1.2495 1.2490 -0.0005 0.0% 1.2519
Low 1.2487 1.2487 0.0000 0.0% 1.2369
Close 1.2473 1.2500 0.0027 0.2% 1.2511
Range 0.0008 0.0003 -0.0005 -62.5% 0.0150
ATR 0.0057 0.0054 -0.0003 -5.0% 0.0000
Volume 38 3 -35 -92.1% 219
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2501 1.2504 1.2502
R3 1.2498 1.2501 1.2501
R2 1.2495 1.2495 1.2501
R1 1.2498 1.2498 1.2500 1.2497
PP 1.2492 1.2492 1.2492 1.2492
S1 1.2495 1.2495 1.2500 1.2494
S2 1.2489 1.2489 1.2499
S3 1.2486 1.2492 1.2499
S4 1.2483 1.2489 1.2498
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2916 1.2864 1.2594
R3 1.2766 1.2714 1.2552
R2 1.2616 1.2616 1.2539
R1 1.2564 1.2564 1.2525 1.2590
PP 1.2466 1.2466 1.2466 1.2480
S1 1.2414 1.2414 1.2497 1.2440
S2 1.2316 1.2316 1.2484
S3 1.2166 1.2264 1.2470
S4 1.2016 1.2114 1.2429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2519 1.2369 0.0150 1.2% 0.0040 0.3% 87% False False 43
10 1.2549 1.2369 0.0180 1.4% 0.0041 0.3% 73% False False 34
20 1.2549 1.2187 0.0362 2.9% 0.0027 0.2% 86% False False 23
40 1.2549 1.2131 0.0418 3.3% 0.0031 0.2% 88% False False 20
60 1.2549 1.1732 0.0817 6.5% 0.0028 0.2% 94% False False 18
80 1.2708 1.1732 0.0976 7.8% 0.0033 0.3% 79% False False 17
100 1.2708 1.1732 0.0976 7.8% 0.0027 0.2% 79% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2503
2.618 1.2498
1.618 1.2495
1.000 1.2493
0.618 1.2492
HIGH 1.2490
0.618 1.2489
0.500 1.2489
0.382 1.2488
LOW 1.2487
0.618 1.2485
1.000 1.2484
1.618 1.2482
2.618 1.2479
4.250 1.2474
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 1.2496 1.2491
PP 1.2492 1.2482
S1 1.2489 1.2474

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

View Archives - Comment on this page... - Back to Index of Symbols