CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 1.3126 1.3148 0.0022 0.2% 1.2978
High 1.3170 1.3214 0.0044 0.3% 1.3216
Low 1.3083 1.3115 0.0032 0.2% 1.2921
Close 1.3158 1.3181 0.0023 0.2% 1.3150
Range 0.0087 0.0099 0.0012 13.8% 0.0295
ATR 0.0101 0.0101 0.0000 -0.2% 0.0000
Volume 61,580 95,550 33,970 55.2% 468,205
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3467 1.3423 1.3235
R3 1.3368 1.3324 1.3208
R2 1.3269 1.3269 1.3199
R1 1.3225 1.3225 1.3190 1.3247
PP 1.3170 1.3170 1.3170 1.3181
S1 1.3126 1.3126 1.3172 1.3148
S2 1.3071 1.3071 1.3163
S3 1.2972 1.3027 1.3154
S4 1.2873 1.2928 1.3127
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3981 1.3860 1.3312
R3 1.3686 1.3565 1.3231
R2 1.3391 1.3391 1.3204
R1 1.3270 1.3270 1.3177 1.3331
PP 1.3096 1.3096 1.3096 1.3126
S1 1.2975 1.2975 1.3123 1.3036
S2 1.2801 1.2801 1.3096
S3 1.2506 1.2680 1.3069
S4 1.2211 1.2385 1.2988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3216 1.2980 0.0236 1.8% 0.0100 0.8% 85% False False 88,193
10 1.3216 1.2912 0.0304 2.3% 0.0111 0.8% 88% False False 92,401
20 1.3216 1.2912 0.0304 2.3% 0.0097 0.7% 88% False False 84,797
40 1.3216 1.2860 0.0356 2.7% 0.0101 0.8% 90% False False 65,878
60 1.3216 1.2484 0.0732 5.6% 0.0111 0.8% 95% False False 44,052
80 1.3216 1.2250 0.0966 7.3% 0.0108 0.8% 96% False False 33,072
100 1.3216 1.2250 0.0966 7.3% 0.0095 0.7% 96% False False 26,464
120 1.3216 1.2187 0.1029 7.8% 0.0082 0.6% 97% False False 22,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3635
2.618 1.3473
1.618 1.3374
1.000 1.3313
0.618 1.3275
HIGH 1.3214
0.618 1.3176
0.500 1.3165
0.382 1.3153
LOW 1.3115
0.618 1.3054
1.000 1.3016
1.618 1.2955
2.618 1.2856
4.250 1.2694
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 1.3176 1.3159
PP 1.3170 1.3136
S1 1.3165 1.3114

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

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