CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 1.2988 1.2996 0.0008 0.1% 1.2961
High 1.3010 1.3067 0.0057 0.4% 1.3067
Low 1.2979 1.2989 0.0010 0.1% 1.2885
Close 1.3003 1.3000 -0.0003 0.0% 1.3000
Range 0.0031 0.0078 0.0047 151.6% 0.0182
ATR 0.0098 0.0096 -0.0001 -1.4% 0.0000
Volume 52,544 78,981 26,437 50.3% 297,015
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3253 1.3204 1.3043
R3 1.3175 1.3126 1.3021
R2 1.3097 1.3097 1.3014
R1 1.3048 1.3048 1.3007 1.3073
PP 1.3019 1.3019 1.3019 1.3031
S1 1.2970 1.2970 1.2993 1.2995
S2 1.2941 1.2941 1.2986
S3 1.2863 1.2892 1.2979
S4 1.2785 1.2814 1.2957
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3530 1.3447 1.3100
R3 1.3348 1.3265 1.3050
R2 1.3166 1.3166 1.3033
R1 1.3083 1.3083 1.3017 1.3125
PP 1.2984 1.2984 1.2984 1.3005
S1 1.2901 1.2901 1.2983 1.2943
S2 1.2802 1.2802 1.2967
S3 1.2620 1.2719 1.2950
S4 1.2438 1.2537 1.2900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3067 1.2885 0.0182 1.4% 0.0071 0.5% 63% True False 59,403
10 1.3067 1.2800 0.0267 2.1% 0.0070 0.5% 75% True False 56,761
20 1.3264 1.2582 0.0682 5.2% 0.0109 0.8% 61% False False 77,326
40 1.3264 1.2582 0.0682 5.2% 0.0103 0.8% 61% False False 81,880
60 1.3264 1.2582 0.0682 5.2% 0.0104 0.8% 61% False False 67,092
80 1.3264 1.2484 0.0780 6.0% 0.0113 0.9% 66% False False 50,413
100 1.3264 1.2250 0.1014 7.8% 0.0108 0.8% 74% False False 40,352
120 1.3264 1.2250 0.1014 7.8% 0.0096 0.7% 74% False False 33,632
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3399
2.618 1.3271
1.618 1.3193
1.000 1.3145
0.618 1.3115
HIGH 1.3067
0.618 1.3037
0.500 1.3028
0.382 1.3019
LOW 1.2989
0.618 1.2941
1.000 1.2911
1.618 1.2863
2.618 1.2785
4.250 1.2658
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 1.3028 1.3019
PP 1.3019 1.3013
S1 1.3009 1.3006

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

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