CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 1.3030 1.3055 0.0025 0.2% 1.2987
High 1.3073 1.3067 -0.0006 0.0% 1.3086
Low 1.3023 1.3040 0.0017 0.1% 1.2940
Close 1.3053 1.3059 0.0006 0.0% 1.3030
Range 0.0050 0.0027 -0.0023 -46.0% 0.0146
ATR 0.0098 0.0093 -0.0005 -5.2% 0.0000
Volume 42,126 52,532 10,406 24.7% 416,710
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3136 1.3125 1.3074
R3 1.3109 1.3098 1.3066
R2 1.3082 1.3082 1.3064
R1 1.3071 1.3071 1.3061 1.3077
PP 1.3055 1.3055 1.3055 1.3058
S1 1.3044 1.3044 1.3057 1.3050
S2 1.3028 1.3028 1.3054
S3 1.3001 1.3017 1.3052
S4 1.2974 1.2990 1.3044
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3457 1.3389 1.3110
R3 1.3311 1.3243 1.3070
R2 1.3165 1.3165 1.3057
R1 1.3097 1.3097 1.3043 1.3131
PP 1.3019 1.3019 1.3019 1.3036
S1 1.2951 1.2951 1.3017 1.2985
S2 1.2873 1.2873 1.3003
S3 1.2727 1.2805 1.2990
S4 1.2581 1.2659 1.2950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3076 1.2988 0.0088 0.7% 0.0056 0.4% 81% False False 67,779
10 1.3114 1.2940 0.0174 1.3% 0.0082 0.6% 68% False False 77,193
20 1.3156 1.2940 0.0216 1.7% 0.0095 0.7% 55% False False 80,186
40 1.3180 1.2860 0.0320 2.5% 0.0097 0.7% 62% False False 42,859
60 1.3180 1.2484 0.0696 5.3% 0.0111 0.8% 83% False False 28,678
80 1.3180 1.2250 0.0930 7.1% 0.0100 0.8% 87% False False 21,526
100 1.3180 1.2187 0.0993 7.6% 0.0085 0.7% 88% False False 17,225
120 1.3180 1.2131 0.1049 8.0% 0.0077 0.6% 88% False False 14,357
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 1.3182
2.618 1.3138
1.618 1.3111
1.000 1.3094
0.618 1.3084
HIGH 1.3067
0.618 1.3057
0.500 1.3054
0.382 1.3050
LOW 1.3040
0.618 1.3023
1.000 1.3013
1.618 1.2996
2.618 1.2969
4.250 1.2925
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 1.3057 1.3052
PP 1.3055 1.3044
S1 1.3054 1.3037

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

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