CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 1.2698 1.2726 0.0028 0.2% 1.2680
High 1.2774 1.2788 0.0014 0.1% 1.2788
Low 1.2682 1.2726 0.0044 0.3% 1.2631
Close 1.2759 1.2764 0.0005 0.0% 1.2764
Range 0.0092 0.0062 -0.0030 -32.6% 0.0157
ATR 0.0077 0.0076 -0.0001 -1.4% 0.0000
Volume 41 78 37 90.2% 277
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2945 1.2917 1.2798
R3 1.2883 1.2855 1.2781
R2 1.2821 1.2821 1.2775
R1 1.2793 1.2793 1.2770 1.2807
PP 1.2759 1.2759 1.2759 1.2767
S1 1.2731 1.2731 1.2758 1.2745
S2 1.2697 1.2697 1.2753
S3 1.2635 1.2669 1.2747
S4 1.2573 1.2607 1.2730
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3199 1.3138 1.2850
R3 1.3042 1.2981 1.2807
R2 1.2885 1.2885 1.2793
R1 1.2824 1.2824 1.2778 1.2855
PP 1.2728 1.2728 1.2728 1.2743
S1 1.2667 1.2667 1.2750 1.2698
S2 1.2571 1.2571 1.2735
S3 1.2414 1.2510 1.2721
S4 1.2257 1.2353 1.2678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2788 1.2631 0.0157 1.2% 0.0058 0.5% 85% True False 55
10 1.2788 1.2399 0.0389 3.0% 0.0084 0.7% 94% True False 117
20 1.2788 1.2250 0.0538 4.2% 0.0078 0.6% 96% True False 76
40 1.2788 1.2250 0.0538 4.2% 0.0053 0.4% 96% True False 50
60 1.2788 1.2187 0.0601 4.7% 0.0045 0.4% 96% True False 39
80 1.2788 1.1732 0.1056 8.3% 0.0041 0.3% 98% True False 33
100 1.2788 1.1732 0.1056 8.3% 0.0043 0.3% 98% True False 29
120 1.2788 1.1732 0.1056 8.3% 0.0036 0.3% 98% True False 24
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3052
2.618 1.2950
1.618 1.2888
1.000 1.2850
0.618 1.2826
HIGH 1.2788
0.618 1.2764
0.500 1.2757
0.382 1.2750
LOW 1.2726
0.618 1.2688
1.000 1.2664
1.618 1.2626
2.618 1.2564
4.250 1.2463
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 1.2762 1.2746
PP 1.2759 1.2728
S1 1.2757 1.2710

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

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