CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.2652 1.2718 0.0066 0.5% 1.2400
High 1.2689 1.2758 0.0069 0.5% 1.2437
Low 1.2593 1.2615 0.0022 0.2% 1.2250
Close 1.2679 1.2654 -0.0025 -0.2% 1.2418
Range 0.0096 0.0143 0.0047 49.0% 0.0187
ATR 0.0081 0.0086 0.0004 5.4% 0.0000
Volume 265 76 -189 -71.3% 59
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3105 1.3022 1.2733
R3 1.2962 1.2879 1.2693
R2 1.2819 1.2819 1.2680
R1 1.2736 1.2736 1.2667 1.2706
PP 1.2676 1.2676 1.2676 1.2661
S1 1.2593 1.2593 1.2641 1.2563
S2 1.2533 1.2533 1.2628
S3 1.2390 1.2450 1.2615
S4 1.2247 1.2307 1.2575
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 1.2758 1.2250 0.0508 4.0% 0.0140 1.1% 80% True False 107
10 1.2758 1.2250 0.0508 4.0% 0.0099 0.8% 80% True False 69
20 1.2758 1.2250 0.0508 4.0% 0.0073 0.6% 80% True False 56
40 1.2758 1.2187 0.0571 4.5% 0.0048 0.4% 82% True False 35
60 1.2758 1.2085 0.0673 5.3% 0.0044 0.3% 85% True False 29
80 1.2758 1.1732 0.1026 8.1% 0.0037 0.3% 90% True False 26
100 1.2758 1.1732 0.1026 8.1% 0.0040 0.3% 90% True False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3366
2.618 1.3132
1.618 1.2989
1.000 1.2901
0.618 1.2846
HIGH 1.2758
0.618 1.2703
0.500 1.2687
0.382 1.2670
LOW 1.2615
0.618 1.2527
1.000 1.2472
1.618 1.2384
2.618 1.2241
4.250 1.2007
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.2687 1.2640
PP 1.2676 1.2627
S1 1.2665 1.2613

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

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