CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 1.3217 1.2823 -0.0394 -3.0% 1.3126
High 1.3264 1.2832 -0.0432 -3.3% 1.3226
Low 1.2582 1.2667 0.0085 0.7% 1.3083
Close 1.2821 1.2783 -0.0038 -0.3% 1.3210
Range 0.0682 0.0165 -0.0517 -75.8% 0.0143
ATR 0.0140 0.0142 0.0002 1.3% 0.0000
Volume 351,709 98,130 -253,579 -72.1% 379,440
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3256 1.3184 1.2874
R3 1.3091 1.3019 1.2828
R2 1.2926 1.2926 1.2813
R1 1.2854 1.2854 1.2798 1.2808
PP 1.2761 1.2761 1.2761 1.2737
S1 1.2689 1.2689 1.2768 1.2643
S2 1.2596 1.2596 1.2753
S3 1.2431 1.2524 1.2738
S4 1.2266 1.2359 1.2692
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 1.3264 1.2582 0.0682 5.3% 0.0224 1.8% 29% False False 134,429
10 1.3264 1.2582 0.0682 5.3% 0.0162 1.3% 29% False False 111,311
20 1.3264 1.2582 0.0682 5.3% 0.0125 1.0% 29% False False 96,752
40 1.3264 1.2582 0.0682 5.3% 0.0117 0.9% 29% False False 82,590
60 1.3264 1.2582 0.0682 5.3% 0.0112 0.9% 29% False False 55,211
80 1.3264 1.2468 0.0796 6.2% 0.0116 0.9% 40% False False 41,471
100 1.3264 1.2250 0.1014 7.9% 0.0105 0.8% 53% False False 33,185
120 1.3264 1.2187 0.1077 8.4% 0.0091 0.7% 55% False False 27,656
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3533
2.618 1.3264
1.618 1.3099
1.000 1.2997
0.618 1.2934
HIGH 1.2832
0.618 1.2769
0.500 1.2750
0.382 1.2730
LOW 1.2667
0.618 1.2565
1.000 1.2502
1.618 1.2400
2.618 1.2235
4.250 1.1966
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 1.2772 1.2923
PP 1.2761 1.2876
S1 1.2750 1.2830

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

View Archives - Comment on this page... - Back to Index of Symbols