CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 1.2680 1.2679 -0.0001 0.0% 1.2399
High 1.2680 1.2690 0.0010 0.1% 1.2758
Low 1.2680 1.2637 -0.0043 -0.3% 1.2399
Close 1.2666 1.2646 -0.0020 -0.2% 1.2667
Range 0.0000 0.0053 0.0053 0.0359
ATR 0.0077 0.0076 -0.0002 -2.2% 0.0000
Volume 105 3 -102 -97.1% 899
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2817 1.2784 1.2675
R3 1.2764 1.2731 1.2661
R2 1.2711 1.2711 1.2656
R1 1.2678 1.2678 1.2651 1.2668
PP 1.2658 1.2658 1.2658 1.2653
S1 1.2625 1.2625 1.2641 1.2615
S2 1.2605 1.2605 1.2636
S3 1.2552 1.2572 1.2631
S4 1.2499 1.2519 1.2617
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 1.2593 0.0165 1.3% 0.0066 0.5% 32% False False 165
10 1.2758 1.2250 0.0508 4.0% 0.0087 0.7% 78% False False 104
20 1.2758 1.2250 0.0508 4.0% 0.0070 0.6% 78% False False 70
40 1.2758 1.2187 0.0571 4.5% 0.0048 0.4% 80% False False 46
60 1.2758 1.2131 0.0627 5.0% 0.0044 0.3% 82% False False 37
80 1.2758 1.1732 0.1026 8.1% 0.0038 0.3% 89% False False 31
100 1.2758 1.1732 0.1026 8.1% 0.0040 0.3% 89% False False 27
120 1.2758 1.1732 0.1026 8.1% 0.0034 0.3% 89% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2915
2.618 1.2829
1.618 1.2776
1.000 1.2743
0.618 1.2723
HIGH 1.2690
0.618 1.2670
0.500 1.2664
0.382 1.2657
LOW 1.2637
0.618 1.2604
1.000 1.2584
1.618 1.2551
2.618 1.2498
4.250 1.2412
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 1.2664 1.2664
PP 1.2658 1.2658
S1 1.2652 1.2652

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

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