CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 1.2642 1.2680 0.0038 0.3% 1.2399
High 1.2678 1.2680 0.0002 0.0% 1.2758
Low 1.2642 1.2680 0.0038 0.3% 1.2399
Close 1.2667 1.2666 -0.0001 0.0% 1.2667
Range 0.0036 0.0000 -0.0036 -100.0% 0.0359
ATR 0.0082 0.0077 -0.0005 -6.0% 0.0000
Volume 380 105 -275 -72.4% 899
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2675 1.2671 1.2666
R3 1.2675 1.2671 1.2666
R2 1.2675 1.2675 1.2666
R1 1.2671 1.2671 1.2666 1.2673
PP 1.2675 1.2675 1.2675 1.2677
S1 1.2671 1.2671 1.2666 1.2673
S2 1.2675 1.2675 1.2666
S3 1.2675 1.2671 1.2666
S4 1.2675 1.2671 1.2666
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3685 1.3535 1.2864
R3 1.3326 1.3176 1.2766
R2 1.2967 1.2967 1.2733
R1 1.2817 1.2817 1.2700 1.2892
PP 1.2608 1.2608 1.2608 1.2646
S1 1.2458 1.2458 1.2634 1.2533
S2 1.2249 1.2249 1.2601
S3 1.1890 1.2099 1.2568
S4 1.1531 1.1740 1.2470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2758 1.2468 0.0290 2.3% 0.0090 0.7% 68% False False 177
10 1.2758 1.2250 0.0508 4.0% 0.0089 0.7% 82% False False 106
20 1.2758 1.2250 0.0508 4.0% 0.0068 0.5% 82% False False 71
40 1.2758 1.2187 0.0571 4.5% 0.0047 0.4% 84% False False 46
60 1.2758 1.2131 0.0627 5.0% 0.0044 0.3% 85% False False 37
80 1.2758 1.1732 0.1026 8.1% 0.0038 0.3% 91% False False 31
100 1.2758 1.1732 0.1026 8.1% 0.0040 0.3% 91% False False 27
120 1.2758 1.1732 0.1026 8.1% 0.0034 0.3% 91% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0015
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.2680
2.618 1.2680
1.618 1.2680
1.000 1.2680
0.618 1.2680
HIGH 1.2680
0.618 1.2680
0.500 1.2680
0.382 1.2680
LOW 1.2680
0.618 1.2680
1.000 1.2680
1.618 1.2680
2.618 1.2680
4.250 1.2680
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 1.2680 1.2687
PP 1.2675 1.2680
S1 1.2671 1.2673

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

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