CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 1.2909 1.2823 -0.0086 -0.7% 1.3005
High 1.2915 1.2887 -0.0028 -0.2% 1.3034
Low 1.2785 1.2778 -0.0007 -0.1% 1.2858
Close 1.2827 1.2838 0.0011 0.1% 1.2873
Range 0.0130 0.0109 -0.0021 -16.2% 0.0176
ATR 0.0099 0.0099 0.0001 0.8% 0.0000
Volume 71,469 68,330 -3,139 -4.4% 273,802
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3161 1.3109 1.2898
R3 1.3052 1.3000 1.2868
R2 1.2943 1.2943 1.2858
R1 1.2891 1.2891 1.2848 1.2917
PP 1.2834 1.2834 1.2834 1.2848
S1 1.2782 1.2782 1.2828 1.2808
S2 1.2725 1.2725 1.2818
S3 1.2616 1.2673 1.2808
S4 1.2507 1.2564 1.2778
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3450 1.3337 1.2970
R3 1.3274 1.3161 1.2921
R2 1.3098 1.3098 1.2905
R1 1.2985 1.2985 1.2889 1.2954
PP 1.2922 1.2922 1.2922 1.2906
S1 1.2809 1.2809 1.2857 1.2778
S2 1.2746 1.2746 1.2841
S3 1.2570 1.2633 1.2825
S4 1.2394 1.2457 1.2776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3020 1.2778 0.0242 1.9% 0.0114 0.9% 25% False True 71,259
10 1.3067 1.2778 0.0289 2.3% 0.0089 0.7% 21% False True 65,809
20 1.3067 1.2667 0.0400 3.1% 0.0082 0.6% 43% False False 61,449
40 1.3264 1.2582 0.0682 5.3% 0.0102 0.8% 38% False False 78,709
60 1.3264 1.2582 0.0682 5.3% 0.0106 0.8% 38% False False 73,925
80 1.3264 1.2582 0.0682 5.3% 0.0104 0.8% 38% False False 55,549
100 1.3264 1.2399 0.0865 6.7% 0.0109 0.8% 51% False False 44,487
120 1.3264 1.2250 0.1014 7.9% 0.0100 0.8% 58% False False 37,078
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3350
2.618 1.3172
1.618 1.3063
1.000 1.2996
0.618 1.2954
HIGH 1.2887
0.618 1.2845
0.500 1.2833
0.382 1.2820
LOW 1.2778
0.618 1.2711
1.000 1.2669
1.618 1.2602
2.618 1.2493
4.250 1.2315
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 1.2836 1.2885
PP 1.2834 1.2869
S1 1.2833 1.2854

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

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