CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 1.3025 1.3057 0.0032 0.2% 1.3025
High 1.3074 1.3081 0.0007 0.1% 1.3053
Low 1.2995 1.2949 -0.0046 -0.4% 1.2860
Close 1.3064 1.3063 -0.0001 0.0% 1.2927
Range 0.0079 0.0132 0.0053 67.1% 0.0193
ATR 0.0108 0.0110 0.0002 1.5% 0.0000
Volume 59,529 84,088 24,559 41.3% 40,413
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3427 1.3377 1.3136
R3 1.3295 1.3245 1.3099
R2 1.3163 1.3163 1.3087
R1 1.3113 1.3113 1.3075 1.3138
PP 1.3031 1.3031 1.3031 1.3044
S1 1.2981 1.2981 1.3051 1.3006
S2 1.2899 1.2899 1.3039
S3 1.2767 1.2849 1.3027
S4 1.2635 1.2717 1.2990
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 1.3081 1.2860 0.0221 1.7% 0.0117 0.9% 92% True False 45,731
10 1.3081 1.2860 0.0221 1.7% 0.0111 0.9% 92% True False 25,010
20 1.3180 1.2860 0.0320 2.4% 0.0104 0.8% 63% False False 12,694
40 1.3180 1.2484 0.0696 5.3% 0.0120 0.9% 83% False False 6,513
60 1.3180 1.2250 0.0930 7.1% 0.0105 0.8% 87% False False 4,366
80 1.3180 1.2187 0.0993 7.6% 0.0085 0.7% 88% False False 3,280
100 1.3180 1.2131 0.1049 8.0% 0.0075 0.6% 89% False False 2,628
120 1.3180 1.1732 0.1448 11.1% 0.0066 0.5% 92% False False 2,192
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 0.0026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3642
2.618 1.3427
1.618 1.3295
1.000 1.3213
0.618 1.3163
HIGH 1.3081
0.618 1.3031
0.500 1.3015
0.382 1.2999
LOW 1.2949
0.618 1.2867
1.000 1.2817
1.618 1.2735
2.618 1.2603
4.250 1.2388
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 1.3047 1.3046
PP 1.3031 1.3029
S1 1.3015 1.3013

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

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