CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 1.2468 1.2652 0.0184 1.5% 1.2400
High 1.2643 1.2689 0.0046 0.4% 1.2437
Low 1.2468 1.2593 0.0125 1.0% 1.2250
Close 1.2614 1.2679 0.0065 0.5% 1.2418
Range 0.0175 0.0096 -0.0079 -45.1% 0.0187
ATR 0.0080 0.0081 0.0001 1.4% 0.0000
Volume 63 265 202 320.6% 59
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2942 1.2906 1.2732
R3 1.2846 1.2810 1.2705
R2 1.2750 1.2750 1.2697
R1 1.2714 1.2714 1.2688 1.2732
PP 1.2654 1.2654 1.2654 1.2663
S1 1.2618 1.2618 1.2670 1.2636
S2 1.2558 1.2558 1.2661
S3 1.2462 1.2522 1.2653
S4 1.2366 1.2426 1.2626
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 1.2689 1.2250 0.0439 3.5% 0.0128 1.0% 98% True False 95
10 1.2689 1.2250 0.0439 3.5% 0.0091 0.7% 98% True False 66
20 1.2689 1.2250 0.0439 3.5% 0.0068 0.5% 98% True False 52
40 1.2689 1.2187 0.0502 4.0% 0.0046 0.4% 98% True False 33
60 1.2689 1.2082 0.0607 4.8% 0.0043 0.3% 98% True False 28
80 1.2689 1.1732 0.0957 7.5% 0.0036 0.3% 99% True False 26
100 1.2708 1.1732 0.0976 7.7% 0.0038 0.3% 97% False False 22
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3097
2.618 1.2940
1.618 1.2844
1.000 1.2785
0.618 1.2748
HIGH 1.2689
0.618 1.2652
0.500 1.2641
0.382 1.2630
LOW 1.2593
0.618 1.2534
1.000 1.2497
1.618 1.2438
2.618 1.2342
4.250 1.2185
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 1.2666 1.2634
PP 1.2654 1.2589
S1 1.2641 1.2544

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

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