CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 1.3127 1.3171 0.0044 0.3% 1.3126
High 1.3226 1.3224 -0.0002 0.0% 1.3226
Low 1.3118 1.3167 0.0049 0.4% 1.3083
Close 1.3175 1.3210 0.0035 0.3% 1.3210
Range 0.0108 0.0057 -0.0051 -47.2% 0.0143
ATR 0.0102 0.0099 -0.0003 -3.1% 0.0000
Volume 93,854 52,887 -40,967 -43.6% 379,440
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3371 1.3348 1.3241
R3 1.3314 1.3291 1.3226
R2 1.3257 1.3257 1.3220
R1 1.3234 1.3234 1.3215 1.3246
PP 1.3200 1.3200 1.3200 1.3206
S1 1.3177 1.3177 1.3205 1.3189
S2 1.3143 1.3143 1.3200
S3 1.3086 1.3120 1.3194
S4 1.3029 1.3063 1.3179
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3602 1.3549 1.3289
R3 1.3459 1.3406 1.3249
R2 1.3316 1.3316 1.3236
R1 1.3263 1.3263 1.3223 1.3290
PP 1.3173 1.3173 1.3173 1.3186
S1 1.3120 1.3120 1.3197 1.3147
S2 1.3030 1.3030 1.3184
S3 1.2887 1.2977 1.3171
S4 1.2744 1.2834 1.3131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3226 1.3083 0.0143 1.1% 0.0092 0.7% 89% False False 75,888
10 1.3226 1.2921 0.0305 2.3% 0.0097 0.7% 95% False False 84,764
20 1.3226 1.2912 0.0314 2.4% 0.0094 0.7% 95% False False 82,884
40 1.3226 1.2860 0.0366 2.8% 0.0102 0.8% 96% False False 71,391
60 1.3226 1.2616 0.0610 4.6% 0.0103 0.8% 97% False False 47,740
80 1.3226 1.2250 0.0976 7.4% 0.0109 0.8% 98% False False 35,850
100 1.3226 1.2250 0.0976 7.4% 0.0097 0.7% 98% False False 28,687
120 1.3226 1.2187 0.1039 7.9% 0.0084 0.6% 98% False False 23,908
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3466
2.618 1.3373
1.618 1.3316
1.000 1.3281
0.618 1.3259
HIGH 1.3224
0.618 1.3202
0.500 1.3196
0.382 1.3189
LOW 1.3167
0.618 1.3132
1.000 1.3110
1.618 1.3075
2.618 1.3018
4.250 1.2925
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 1.3205 1.3196
PP 1.3200 1.3183
S1 1.3196 1.3169

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

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