CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 1.3005 1.3009 0.0004 0.0% 1.2961
High 1.3034 1.3020 -0.0014 -0.1% 1.3067
Low 1.2994 1.2934 -0.0060 -0.5% 1.2885
Close 1.3004 1.2997 -0.0007 -0.1% 1.3000
Range 0.0040 0.0086 0.0046 115.0% 0.0182
ATR 0.0092 0.0092 0.0000 -0.5% 0.0000
Volume 57,303 68,191 10,888 19.0% 297,015
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3242 1.3205 1.3044
R3 1.3156 1.3119 1.3021
R2 1.3070 1.3070 1.3013
R1 1.3033 1.3033 1.3005 1.3009
PP 1.2984 1.2984 1.2984 1.2971
S1 1.2947 1.2947 1.2989 1.2923
S2 1.2898 1.2898 1.2981
S3 1.2812 1.2861 1.2973
S4 1.2726 1.2775 1.2950
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 1.2934 0.0133 1.0% 0.0057 0.4% 47% False True 61,475
10 1.3067 1.2847 0.0220 1.7% 0.0071 0.5% 68% False False 58,709
20 1.3264 1.2582 0.0682 5.2% 0.0106 0.8% 61% False False 75,744
40 1.3264 1.2582 0.0682 5.2% 0.0101 0.8% 61% False False 80,271
60 1.3264 1.2582 0.0682 5.2% 0.0102 0.8% 61% False False 69,167
80 1.3264 1.2484 0.0780 6.0% 0.0110 0.8% 66% False False 51,975
100 1.3264 1.2250 0.1014 7.8% 0.0107 0.8% 74% False False 41,606
120 1.3264 1.2250 0.1014 7.8% 0.0097 0.7% 74% False False 34,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3386
2.618 1.3245
1.618 1.3159
1.000 1.3106
0.618 1.3073
HIGH 1.3020
0.618 1.2987
0.500 1.2977
0.382 1.2967
LOW 1.2934
0.618 1.2881
1.000 1.2848
1.618 1.2795
2.618 1.2709
4.250 1.2569
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 1.2990 1.3001
PP 1.2984 1.2999
S1 1.2977 1.2998

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

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