CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1.3042 1.3073 0.0031 0.2% 1.2807
High 1.3106 1.3100 -0.0006 0.0% 1.3138
Low 1.3042 1.3066 0.0024 0.2% 1.2781
Close 1.3093 1.3089 -0.0004 0.0% 1.3049
Range 0.0064 0.0034 -0.0030 -46.9% 0.0357
ATR 0.0121 0.0115 -0.0006 -5.1% 0.0000
Volume 155 328 173 111.6% 2,419
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3187 1.3172 1.3108
R3 1.3153 1.3138 1.3098
R2 1.3119 1.3119 1.3095
R1 1.3104 1.3104 1.3092 1.3112
PP 1.3085 1.3085 1.3085 1.3089
S1 1.3070 1.3070 1.3086 1.3078
S2 1.3051 1.3051 1.3083
S3 1.3017 1.3036 1.3080
S4 1.2983 1.3002 1.3070
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4060 1.3912 1.3245
R3 1.3703 1.3555 1.3147
R2 1.3346 1.3346 1.3114
R1 1.3198 1.3198 1.3082 1.3272
PP 1.2989 1.2989 1.2989 1.3027
S1 1.2841 1.2841 1.3016 1.2915
S2 1.2632 1.2632 1.2984
S3 1.2275 1.2484 1.2951
S4 1.1918 1.2127 1.2853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3106 1.3001 0.0105 0.8% 0.0058 0.4% 84% False False 347
10 1.3138 1.2616 0.0522 4.0% 0.0107 0.8% 91% False False 444
20 1.3138 1.2484 0.0654 5.0% 0.0134 1.0% 93% False False 346
40 1.3138 1.2250 0.0888 6.8% 0.0105 0.8% 94% False False 210
60 1.3138 1.2187 0.0951 7.3% 0.0080 0.6% 95% False False 147
80 1.3138 1.2131 0.1007 7.7% 0.0069 0.5% 95% False False 115
100 1.3138 1.1732 0.1406 10.7% 0.0059 0.5% 97% False False 95
120 1.3138 1.1732 0.1406 10.7% 0.0057 0.4% 97% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.3245
2.618 1.3189
1.618 1.3155
1.000 1.3134
0.618 1.3121
HIGH 1.3100
0.618 1.3087
0.500 1.3083
0.382 1.3079
LOW 1.3066
0.618 1.3045
1.000 1.3032
1.618 1.3011
2.618 1.2977
4.250 1.2922
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1.3087 1.3080
PP 1.3085 1.3071
S1 1.3083 1.3062

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

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