CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 1.2946 1.2907 -0.0039 -0.3% 1.3025
High 1.2978 1.2993 0.0015 0.1% 1.3053
Low 1.2902 1.2860 -0.0042 -0.3% 1.2860
Close 1.2923 1.2927 0.0004 0.0% 1.2927
Range 0.0076 0.0133 0.0057 75.0% 0.0193
ATR 0.0108 0.0109 0.0002 1.7% 0.0000
Volume 9,167 20,661 11,494 125.4% 40,413
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3326 1.3259 1.3000
R3 1.3193 1.3126 1.2964
R2 1.3060 1.3060 1.2951
R1 1.2993 1.2993 1.2939 1.3027
PP 1.2927 1.2927 1.2927 1.2943
S1 1.2860 1.2860 1.2915 1.2894
S2 1.2794 1.2794 1.2903
S3 1.2661 1.2727 1.2890
S4 1.2528 1.2594 1.2854
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3526 1.3419 1.3033
R3 1.3333 1.3226 1.2980
R2 1.3140 1.3140 1.2962
R1 1.3033 1.3033 1.2945 1.2990
PP 1.2947 1.2947 1.2947 1.2925
S1 1.2840 1.2840 1.2909 1.2797
S2 1.2754 1.2754 1.2892
S3 1.2561 1.2647 1.2874
S4 1.2368 1.2454 1.2821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3080 1.2860 0.0220 1.7% 0.0111 0.9% 30% False True 8,250
10 1.3105 1.2860 0.0245 1.9% 0.0102 0.8% 27% False True 4,404
20 1.3180 1.2860 0.0320 2.5% 0.0094 0.7% 21% False True 2,365
40 1.3180 1.2484 0.0696 5.4% 0.0113 0.9% 64% False False 1,327
60 1.3180 1.2250 0.0930 7.2% 0.0100 0.8% 73% False False 903
80 1.3180 1.2187 0.0993 7.7% 0.0081 0.6% 75% False False 681
100 1.3180 1.2085 0.1095 8.5% 0.0072 0.6% 77% False False 548
120 1.3180 1.1732 0.1448 11.2% 0.0063 0.5% 83% False False 459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3558
2.618 1.3341
1.618 1.3208
1.000 1.3126
0.618 1.3075
HIGH 1.2993
0.618 1.2942
0.500 1.2927
0.382 1.2911
LOW 1.2860
0.618 1.2778
1.000 1.2727
1.618 1.2645
2.618 1.2512
4.250 1.2295
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 1.2927 1.2927
PP 1.2927 1.2927
S1 1.2927 1.2927

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

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