CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 1.2989 1.2988 -0.0001 0.0% 1.2806
High 1.3019 1.3010 -0.0009 -0.1% 1.2988
Low 1.2971 1.2979 0.0008 0.1% 1.2800
Close 1.3005 1.3003 -0.0002 0.0% 1.2964
Range 0.0048 0.0031 -0.0017 -35.4% 0.0188
ATR 0.0103 0.0098 -0.0005 -5.0% 0.0000
Volume 50,356 52,544 2,188 4.3% 270,604
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3090 1.3078 1.3020
R3 1.3059 1.3047 1.3012
R2 1.3028 1.3028 1.3009
R1 1.3016 1.3016 1.3006 1.3022
PP 1.2997 1.2997 1.2997 1.3001
S1 1.2985 1.2985 1.3000 1.2991
S2 1.2966 1.2966 1.2997
S3 1.2935 1.2954 1.2994
S4 1.2904 1.2923 1.2986
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3481 1.3411 1.3067
R3 1.3293 1.3223 1.3016
R2 1.3105 1.3105 1.2998
R1 1.3035 1.3035 1.2981 1.3070
PP 1.2917 1.2917 1.2917 1.2935
S1 1.2847 1.2847 1.2947 1.2882
S2 1.2729 1.2729 1.2930
S3 1.2541 1.2659 1.2912
S4 1.2353 1.2471 1.2861
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3027 1.2879 0.0148 1.1% 0.0077 0.6% 84% False False 54,413
10 1.3027 1.2784 0.0243 1.9% 0.0067 0.5% 90% False False 53,717
20 1.3264 1.2582 0.0682 5.2% 0.0115 0.9% 62% False False 79,778
40 1.3264 1.2582 0.0682 5.2% 0.0105 0.8% 62% False False 81,611
60 1.3264 1.2582 0.0682 5.2% 0.0105 0.8% 62% False False 65,782
80 1.3264 1.2484 0.0780 6.0% 0.0113 0.9% 67% False False 49,430
100 1.3264 1.2250 0.1014 7.8% 0.0107 0.8% 74% False False 39,563
120 1.3264 1.2250 0.1014 7.8% 0.0096 0.7% 74% False False 32,974
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.3142
2.618 1.3091
1.618 1.3060
1.000 1.3041
0.618 1.3029
HIGH 1.3010
0.618 1.2998
0.500 1.2995
0.382 1.2991
LOW 1.2979
0.618 1.2960
1.000 1.2948
1.618 1.2929
2.618 1.2898
4.250 1.2847
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 1.3000 1.2986
PP 1.2997 1.2969
S1 1.2995 1.2952

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

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