CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 1.2684 1.2783 0.0099 0.8% 1.3050
High 1.2684 1.2783 0.0099 0.8% 1.3068
Low 1.2684 1.2783 0.0099 0.8% 1.2684
Close 1.2684 1.2783 0.0099 0.8% 1.2783
Range
ATR 0.0066 0.0069 0.0002 3.5% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2783 1.2783 1.2783
R3 1.2783 1.2783 1.2783
R2 1.2783 1.2783 1.2783
R1 1.2783 1.2783 1.2783 1.2783
PP 1.2783 1.2783 1.2783 1.2783
S1 1.2783 1.2783 1.2783 1.2783
S2 1.2783 1.2783 1.2783
S3 1.2783 1.2783 1.2783
S4 1.2783 1.2783 1.2783
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3997 1.3774 1.2994
R3 1.3613 1.3390 1.2889
R2 1.3229 1.3229 1.2853
R1 1.3006 1.3006 1.2818 1.2926
PP 1.2845 1.2845 1.2845 1.2805
S1 1.2622 1.2622 1.2748 1.2542
S2 1.2461 1.2461 1.2713
S3 1.2077 1.2238 1.2677
S4 1.1693 1.1854 1.2572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3068 1.2684 0.0384 3.0% 0.0022 0.2% 26% False False 2
10 1.3068 1.2684 0.0384 3.0% 0.0011 0.1% 26% False False 2
20 1.3068 1.2514 0.0554 4.3% 0.0007 0.1% 49% False False 1
40 1.3068 1.2338 0.0730 5.7% 0.0004 0.0% 61% False False 14
60 1.3068 1.2201 0.0867 6.8% 0.0002 0.0% 67% False False 10
Crabel Price Patterns
NR False
NR4 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2783
2.618 1.2783
1.618 1.2783
1.000 1.2783
0.618 1.2783
HIGH 1.2783
0.618 1.2783
0.500 1.2783
0.382 1.2783
LOW 1.2783
0.618 1.2783
1.000 1.2783
1.618 1.2783
2.618 1.2783
4.250 1.2783
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 1.2783 1.2876
PP 1.2783 1.2845
S1 1.2783 1.2814

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

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