CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 1.2726 1.2790 0.0064 0.5% 1.2680
High 1.2788 1.2826 0.0038 0.3% 1.2788
Low 1.2726 1.2759 0.0033 0.3% 1.2631
Close 1.2764 1.2793 0.0029 0.2% 1.2764
Range 0.0062 0.0067 0.0005 8.1% 0.0157
ATR 0.0076 0.0075 -0.0001 -0.8% 0.0000
Volume 78 80 2 2.6% 277
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2994 1.2960 1.2830
R3 1.2927 1.2893 1.2811
R2 1.2860 1.2860 1.2805
R1 1.2826 1.2826 1.2799 1.2843
PP 1.2793 1.2793 1.2793 1.2801
S1 1.2759 1.2759 1.2787 1.2776
S2 1.2726 1.2726 1.2781
S3 1.2659 1.2692 1.2775
S4 1.2592 1.2625 1.2756
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 1.2826 1.2631 0.0195 1.5% 0.0071 0.6% 83% True False 50
10 1.2826 1.2468 0.0358 2.8% 0.0081 0.6% 91% True False 114
20 1.2826 1.2250 0.0576 4.5% 0.0079 0.6% 94% True False 80
40 1.2826 1.2250 0.0576 4.5% 0.0055 0.4% 94% True False 52
60 1.2826 1.2187 0.0639 5.0% 0.0044 0.3% 95% True False 40
80 1.2826 1.1732 0.1094 8.6% 0.0042 0.3% 97% True False 34
100 1.2826 1.1732 0.1094 8.6% 0.0043 0.3% 97% True False 30
120 1.2826 1.1732 0.1094 8.6% 0.0037 0.3% 97% True False 25
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3111
2.618 1.3001
1.618 1.2934
1.000 1.2893
0.618 1.2867
HIGH 1.2826
0.618 1.2800
0.500 1.2793
0.382 1.2785
LOW 1.2759
0.618 1.2718
1.000 1.2692
1.618 1.2651
2.618 1.2584
4.250 1.2474
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 1.2793 1.2780
PP 1.2793 1.2767
S1 1.2793 1.2754

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

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