CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 1.3055 1.3055 0.0000 0.0% 1.2987
High 1.3067 1.3120 0.0053 0.4% 1.3086
Low 1.3040 1.2912 -0.0128 -1.0% 1.2940
Close 1.3059 1.2947 -0.0112 -0.9% 1.3030
Range 0.0027 0.0208 0.0181 670.4% 0.0146
ATR 0.0093 0.0101 0.0008 8.9% 0.0000
Volume 52,532 125,051 72,519 138.0% 416,710
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3617 1.3490 1.3061
R3 1.3409 1.3282 1.3004
R2 1.3201 1.3201 1.2985
R1 1.3074 1.3074 1.2966 1.3034
PP 1.2993 1.2993 1.2993 1.2973
S1 1.2866 1.2866 1.2928 1.2826
S2 1.2785 1.2785 1.2909
S3 1.2577 1.2658 1.2890
S4 1.2369 1.2450 1.2833
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 1.3120 1.2912 0.0208 1.6% 0.0081 0.6% 17% True True 76,836
10 1.3120 1.2912 0.0208 1.6% 0.0094 0.7% 17% True True 81,595
20 1.3156 1.2912 0.0244 1.9% 0.0101 0.8% 14% False True 83,462
40 1.3180 1.2860 0.0320 2.5% 0.0101 0.8% 27% False False 45,980
60 1.3180 1.2484 0.0696 5.4% 0.0113 0.9% 67% False False 30,762
80 1.3180 1.2250 0.0930 7.2% 0.0102 0.8% 75% False False 23,089
100 1.3180 1.2187 0.0993 7.7% 0.0087 0.7% 77% False False 18,476
120 1.3180 1.2131 0.1049 8.1% 0.0079 0.6% 78% False False 15,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1.4004
2.618 1.3665
1.618 1.3457
1.000 1.3328
0.618 1.3249
HIGH 1.3120
0.618 1.3041
0.500 1.3016
0.382 1.2991
LOW 1.2912
0.618 1.2783
1.000 1.2704
1.618 1.2575
2.618 1.2367
4.250 1.2028
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 1.3016 1.3016
PP 1.2993 1.2993
S1 1.2970 1.2970

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

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