CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.2325 1.2399 0.0074 0.6% 1.2400
High 1.2437 1.2500 0.0063 0.5% 1.2437
Low 1.2250 1.2399 0.0149 1.2% 1.2250
Close 1.2418 1.2495 0.0077 0.6% 1.2418
Range 0.0187 0.0101 -0.0086 -46.0% 0.0187
ATR 0.0071 0.0073 0.0002 3.1% 0.0000
Volume 18 115 97 538.9% 59
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2768 1.2732 1.2551
R3 1.2667 1.2631 1.2523
R2 1.2566 1.2566 1.2514
R1 1.2530 1.2530 1.2504 1.2548
PP 1.2465 1.2465 1.2465 1.2474
S1 1.2429 1.2429 1.2486 1.2447
S2 1.2364 1.2364 1.2476
S3 1.2263 1.2328 1.2467
S4 1.2162 1.2227 1.2439
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 1.2500 1.2250 0.0250 2.0% 0.0088 0.7% 98% True False 34
10 1.2500 1.2250 0.0250 2.0% 0.0077 0.6% 98% True False 46
20 1.2519 1.2250 0.0269 2.2% 0.0061 0.5% 91% False False 38
40 1.2549 1.2187 0.0362 2.9% 0.0039 0.3% 85% False False 25
60 1.2549 1.2020 0.0529 4.2% 0.0039 0.3% 90% False False 24
80 1.2708 1.1732 0.0976 7.8% 0.0038 0.3% 78% False False 22
100 1.2708 1.1732 0.0976 7.8% 0.0036 0.3% 78% False False 19
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2929
2.618 1.2764
1.618 1.2663
1.000 1.2601
0.618 1.2562
HIGH 1.2500
0.618 1.2461
0.500 1.2450
0.382 1.2438
LOW 1.2399
0.618 1.2337
1.000 1.2298
1.618 1.2236
2.618 1.2135
4.250 1.1970
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.2480 1.2455
PP 1.2465 1.2415
S1 1.2450 1.2375

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

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