CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 1.3047 1.3022 -0.0025 -0.2% 1.3045
High 1.3075 1.3064 -0.0011 -0.1% 1.3095
Low 1.3002 1.3017 0.0015 0.1% 1.2886
Close 1.3019 1.3059 0.0040 0.3% 1.3056
Range 0.0073 0.0047 -0.0026 -35.6% 0.0209
ATR 0.0116 0.0111 -0.0005 -4.3% 0.0000
Volume 315 203 -112 -35.6% 2,062
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3188 1.3170 1.3085
R3 1.3141 1.3123 1.3072
R2 1.3094 1.3094 1.3068
R1 1.3076 1.3076 1.3063 1.3085
PP 1.3047 1.3047 1.3047 1.3051
S1 1.3029 1.3029 1.3055 1.3038
S2 1.3000 1.3000 1.3050
S3 1.2953 1.2982 1.3046
S4 1.2906 1.2935 1.3033
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% 0.0104 0.8% 83% False False 382
10 1.3180 1.2886 0.0294 2.3% 0.0095 0.7% 59% False False 323
20 1.3180 1.2484 0.0696 5.3% 0.0127 1.0% 83% False False 390
40 1.3180 1.2250 0.0930 7.1% 0.0114 0.9% 87% False False 270
60 1.3180 1.2250 0.0930 7.1% 0.0092 0.7% 87% False False 192
80 1.3180 1.2187 0.0993 7.6% 0.0072 0.6% 88% False False 147
100 1.3180 1.1815 0.1365 10.5% 0.0066 0.5% 91% False False 121
120 1.3180 1.1732 0.1448 11.1% 0.0064 0.5% 92% False False 104
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3264
2.618 1.3187
1.618 1.3140
1.000 1.3111
0.618 1.3093
HIGH 1.3064
0.618 1.3046
0.500 1.3041
0.382 1.3035
LOW 1.3017
0.618 1.2988
1.000 1.2970
1.618 1.2941
2.618 1.2894
4.250 1.2817
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 1.3053 1.3042
PP 1.3047 1.3025
S1 1.3041 1.3008

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

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