CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 1.2384 1.2325 -0.0059 -0.5% 1.2400
High 1.2384 1.2437 0.0053 0.4% 1.2437
Low 1.2302 1.2250 -0.0052 -0.4% 1.2250
Close 1.2323 1.2418 0.0095 0.8% 1.2418
Range 0.0082 0.0187 0.0105 128.0% 0.0187
ATR 0.0062 0.0071 0.0009 14.5% 0.0000
Volume 16 18 2 12.5% 59
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2929 1.2861 1.2521
R3 1.2742 1.2674 1.2469
R2 1.2555 1.2555 1.2452
R1 1.2487 1.2487 1.2435 1.2521
PP 1.2368 1.2368 1.2368 1.2386
S1 1.2300 1.2300 1.2401 1.2334
S2 1.2181 1.2181 1.2384
S3 1.1994 1.2113 1.2367
S4 1.1807 1.1926 1.2315
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2929 1.2861 1.2521
R3 1.2742 1.2674 1.2469
R2 1.2555 1.2555 1.2452
R1 1.2487 1.2487 1.2435 1.2521
PP 1.2368 1.2368 1.2368 1.2386
S1 1.2300 1.2300 1.2401 1.2334
S2 1.2181 1.2181 1.2384
S3 1.1994 1.2113 1.2367
S4 1.1807 1.1926 1.2315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2437 1.2250 0.0187 1.5% 0.0081 0.7% 90% True True 23
10 1.2492 1.2250 0.0242 1.9% 0.0071 0.6% 69% False True 36
20 1.2519 1.2250 0.0269 2.2% 0.0058 0.5% 62% False True 34
40 1.2549 1.2187 0.0362 2.9% 0.0037 0.3% 64% False False 23
60 1.2549 1.1920 0.0629 5.1% 0.0039 0.3% 79% False False 22
80 1.2708 1.1732 0.0976 7.9% 0.0037 0.3% 70% False False 21
100 1.2708 1.1732 0.0976 7.9% 0.0035 0.3% 70% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.3232
2.618 1.2927
1.618 1.2740
1.000 1.2624
0.618 1.2553
HIGH 1.2437
0.618 1.2366
0.500 1.2344
0.382 1.2321
LOW 1.2250
0.618 1.2134
1.000 1.2063
1.618 1.1947
2.618 1.1760
4.250 1.1455
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 1.2393 1.2393
PP 1.2368 1.2368
S1 1.2344 1.2344

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

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