CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 1.2930 1.3047 0.0117 0.9% 1.3045
High 1.3087 1.3075 -0.0012 -0.1% 1.3095
Low 1.2928 1.3002 0.0074 0.6% 1.2886
Close 1.3056 1.3019 -0.0037 -0.3% 1.3056
Range 0.0159 0.0073 -0.0086 -54.1% 0.0209
ATR 0.0120 0.0116 -0.0003 -2.8% 0.0000
Volume 708 315 -393 -55.5% 2,062
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3251 1.3208 1.3059
R3 1.3178 1.3135 1.3039
R2 1.3105 1.3105 1.3032
R1 1.3062 1.3062 1.3026 1.3047
PP 1.3032 1.3032 1.3032 1.3025
S1 1.2989 1.2989 1.3012 1.2974
S2 1.2959 1.2959 1.3006
S3 1.2886 1.2916 1.2999
S4 1.2813 1.2843 1.2979
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3639 1.3557 1.3171
R3 1.3430 1.3348 1.3113
R2 1.3221 1.3221 1.3094
R1 1.3139 1.3139 1.3075 1.3180
PP 1.3012 1.3012 1.3012 1.3033
S1 1.2930 1.2930 1.3037 1.2971
S2 1.2803 1.2803 1.3018
S3 1.2594 1.2721 1.2999
S4 1.2385 1.2512 1.2941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3095 1.2886 0.0209 1.6% 0.0109 0.8% 64% False False 414
10 1.3180 1.2886 0.0294 2.3% 0.0094 0.7% 45% False False 327
20 1.3180 1.2484 0.0696 5.3% 0.0131 1.0% 77% False False 399
40 1.3180 1.2250 0.0930 7.1% 0.0115 0.9% 83% False False 265
60 1.3180 1.2250 0.0930 7.1% 0.0091 0.7% 83% False False 188
80 1.3180 1.2187 0.0993 7.6% 0.0072 0.6% 84% False False 145
100 1.3180 1.1756 0.1424 10.9% 0.0066 0.5% 89% False False 119
120 1.3180 1.1732 0.1448 11.1% 0.0064 0.5% 89% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3385
2.618 1.3266
1.618 1.3193
1.000 1.3148
0.618 1.3120
HIGH 1.3075
0.618 1.3047
0.500 1.3039
0.382 1.3030
LOW 1.3002
0.618 1.2957
1.000 1.2929
1.618 1.2884
2.618 1.2811
4.250 1.2692
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 1.3039 1.3008
PP 1.3032 1.2997
S1 1.3026 1.2987

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

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