CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 1.2978 1.3022 0.0044 0.3% 1.3030
High 1.3068 1.3062 -0.0006 0.0% 1.3120
Low 1.2921 1.3012 0.0091 0.7% 1.2912
Close 1.3029 1.3039 0.0010 0.1% 1.2961
Range 0.0147 0.0050 -0.0097 -66.0% 0.0208
ATR 0.0105 0.0101 -0.0004 -3.7% 0.0000
Volume 104,629 79,738 -24,891 -23.8% 393,334
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3188 1.3163 1.3067
R3 1.3138 1.3113 1.3053
R2 1.3088 1.3088 1.3048
R1 1.3063 1.3063 1.3044 1.3076
PP 1.3038 1.3038 1.3038 1.3044
S1 1.3013 1.3013 1.3034 1.3026
S2 1.2988 1.2988 1.3030
S3 1.2938 1.2963 1.3025
S4 1.2888 1.2913 1.3012
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3622 1.3499 1.3075
R3 1.3414 1.3291 1.3018
R2 1.3206 1.3206 1.2999
R1 1.3083 1.3083 1.2980 1.3041
PP 1.2998 1.2998 1.2998 1.2976
S1 1.2875 1.2875 1.2942 1.2833
S2 1.2790 1.2790 1.2923
S3 1.2582 1.2667 1.2904
S4 1.2374 1.2459 1.2847
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% 0.0123 0.9% 61% False False 96,608
10 1.3120 1.2912 0.0208 1.6% 0.0089 0.7% 61% False False 82,193
20 1.3156 1.2912 0.0244 1.9% 0.0103 0.8% 52% False False 86,098
40 1.3156 1.2860 0.0296 2.3% 0.0102 0.8% 60% False False 54,905
60 1.3180 1.2484 0.0696 5.3% 0.0115 0.9% 80% False False 36,724
80 1.3180 1.2250 0.0930 7.1% 0.0106 0.8% 85% False False 27,563
100 1.3180 1.2250 0.0930 7.1% 0.0091 0.7% 85% False False 22,055
120 1.3180 1.2187 0.0993 7.6% 0.0080 0.6% 86% False False 18,382
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3275
2.618 1.3193
1.618 1.3143
1.000 1.3112
0.618 1.3093
HIGH 1.3062
0.618 1.3043
0.500 1.3037
0.382 1.3031
LOW 1.3012
0.618 1.2981
1.000 1.2962
1.618 1.2931
2.618 1.2881
4.250 1.2800
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 1.3038 1.3024
PP 1.3038 1.3009
S1 1.3037 1.2995

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

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