CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 1.2361 1.2398 0.0037 0.3% 1.2495
High 1.2423 1.2466 0.0043 0.3% 1.2512
Low 1.2359 1.2398 0.0039 0.3% 1.2411
Close 1.2378 1.2443 0.0065 0.5% 1.2449
Range 0.0064 0.0068 0.0004 6.3% 0.0101
ATR 0.0058 0.0060 0.0002 3.7% 0.0000
Volume 48 55 7 14.6% 88
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2640 1.2609 1.2480
R3 1.2572 1.2541 1.2462
R2 1.2504 1.2504 1.2455
R1 1.2473 1.2473 1.2449 1.2489
PP 1.2436 1.2436 1.2436 1.2443
S1 1.2405 1.2405 1.2437 1.2421
S2 1.2368 1.2368 1.2431
S3 1.2300 1.2337 1.2424
S4 1.2232 1.2269 1.2406
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2760 1.2706 1.2505
R3 1.2659 1.2605 1.2477
R2 1.2558 1.2558 1.2468
R1 1.2504 1.2504 1.2458 1.2481
PP 1.2457 1.2457 1.2457 1.2446
S1 1.2403 1.2403 1.2440 1.2380
S2 1.2356 1.2356 1.2430
S3 1.2255 1.2302 1.2421
S4 1.2154 1.2201 1.2393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2492 1.2325 0.0167 1.3% 0.0061 0.5% 71% False False 49
10 1.2519 1.2325 0.0194 1.6% 0.0049 0.4% 61% False False 44
20 1.2549 1.2325 0.0224 1.8% 0.0040 0.3% 53% False False 33
40 1.2549 1.2187 0.0362 2.9% 0.0030 0.2% 71% False False 23
60 1.2549 1.1732 0.0817 6.6% 0.0032 0.3% 87% False False 21
80 1.2708 1.1732 0.0976 7.8% 0.0038 0.3% 73% False False 20
100 1.2708 1.1732 0.0976 7.8% 0.0031 0.2% 73% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2755
2.618 1.2644
1.618 1.2576
1.000 1.2534
0.618 1.2508
HIGH 1.2466
0.618 1.2440
0.500 1.2432
0.382 1.2424
LOW 1.2398
0.618 1.2356
1.000 1.2330
1.618 1.2288
2.618 1.2220
4.250 1.2109
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 1.2439 1.2427
PP 1.2436 1.2411
S1 1.2432 1.2396

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

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