CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 1.3045 1.3033 -0.0012 -0.1% 1.3035
High 1.3081 1.3093 0.0012 0.1% 1.3180
Low 1.2972 1.3021 0.0049 0.4% 1.3001
Close 1.3051 1.3053 0.0002 0.0% 1.3093
Range 0.0109 0.0072 -0.0037 -33.9% 0.0179
ATR 0.0118 0.0114 -0.0003 -2.8% 0.0000
Volume 306 364 58 19.0% 1,018
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3272 1.3234 1.3093
R3 1.3200 1.3162 1.3073
R2 1.3128 1.3128 1.3066
R1 1.3090 1.3090 1.3060 1.3109
PP 1.3056 1.3056 1.3056 1.3065
S1 1.3018 1.3018 1.3046 1.3037
S2 1.2984 1.2984 1.3040
S3 1.2912 1.2946 1.3033
S4 1.2840 1.2874 1.3013
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3628 1.3540 1.3191
R3 1.3449 1.3361 1.3142
R2 1.3270 1.3270 1.3126
R1 1.3182 1.3182 1.3109 1.3226
PP 1.3091 1.3091 1.3091 1.3114
S1 1.3003 1.3003 1.3077 1.3047
S2 1.2912 1.2912 1.3060
S3 1.2733 1.2824 1.3044
S4 1.2554 1.2645 1.2995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3180 1.2972 0.0208 1.6% 0.0086 0.7% 39% False False 264
10 1.3180 1.2972 0.0208 1.6% 0.0092 0.7% 39% False False 349
20 1.3180 1.2484 0.0696 5.3% 0.0135 1.0% 82% False False 371
40 1.3180 1.2250 0.0930 7.1% 0.0110 0.8% 86% False False 230
60 1.3180 1.2250 0.0930 7.1% 0.0084 0.6% 86% False False 161
80 1.3180 1.2187 0.0993 7.6% 0.0069 0.5% 87% False False 124
100 1.3180 1.1732 0.1448 11.1% 0.0062 0.5% 91% False False 103
120 1.3180 1.1732 0.1448 11.1% 0.0060 0.5% 91% False False 88
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3399
2.618 1.3281
1.618 1.3209
1.000 1.3165
0.618 1.3137
HIGH 1.3093
0.618 1.3065
0.500 1.3057
0.382 1.3049
LOW 1.3021
0.618 1.2977
1.000 1.2949
1.618 1.2905
2.618 1.2833
4.250 1.2715
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 1.3057 1.3076
PP 1.3056 1.3068
S1 1.3054 1.3061

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

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