CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 1.2915 1.2983 0.0068 0.5% 1.3025
High 1.3050 1.3040 -0.0010 -0.1% 1.3053
Low 1.2907 1.2944 0.0037 0.3% 1.2860
Close 1.2944 1.3030 0.0086 0.7% 1.2927
Range 0.0143 0.0096 -0.0047 -32.9% 0.0193
ATR 0.0112 0.0111 -0.0001 -1.0% 0.0000
Volume 24,064 40,315 16,251 67.5% 40,413
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3293 1.3257 1.3083
R3 1.3197 1.3161 1.3056
R2 1.3101 1.3101 1.3048
R1 1.3065 1.3065 1.3039 1.3083
PP 1.3005 1.3005 1.3005 1.3014
S1 1.2969 1.2969 1.3021 1.2987
S2 1.2909 1.2909 1.3012
S3 1.2813 1.2873 1.3004
S4 1.2717 1.2777 1.2977
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 1.3050 1.2860 0.0190 1.5% 0.0111 0.9% 89% False False 20,749
10 1.3105 1.2860 0.0245 1.9% 0.0102 0.8% 69% False False 10,740
20 1.3180 1.2860 0.0320 2.5% 0.0098 0.8% 53% False False 5,533
40 1.3180 1.2484 0.0696 5.3% 0.0118 0.9% 78% False False 2,924
60 1.3180 1.2250 0.0930 7.1% 0.0101 0.8% 84% False False 1,973
80 1.3180 1.2187 0.0993 7.6% 0.0083 0.6% 85% False False 1,485
100 1.3180 1.2131 0.1049 8.1% 0.0074 0.6% 86% False False 1,192
120 1.3180 1.1732 0.1448 11.1% 0.0064 0.5% 90% False False 996
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3448
2.618 1.3291
1.618 1.3195
1.000 1.3136
0.618 1.3099
HIGH 1.3040
0.618 1.3003
0.500 1.2992
0.382 1.2981
LOW 1.2944
0.618 1.2885
1.000 1.2848
1.618 1.2789
2.618 1.2693
4.250 1.2536
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 1.3017 1.3005
PP 1.3005 1.2980
S1 1.2992 1.2955

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

View Archives - Comment on this page... - Back to Index of Symbols