CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 1.3068 1.3053 -0.0015 -0.1% 1.2939
High 1.3068 1.3053 -0.0015 -0.1% 1.3129
Low 1.3068 1.3053 -0.0015 -0.1% 1.2902
Close 1.3068 1.3114 0.0046 0.4% 1.3076
Range
ATR 0.0060 0.0057 -0.0003 -5.4% 0.0000
Volume 3 3 0 0.0% 14
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3073 1.3094 1.3114
R3 1.3073 1.3094 1.3114
R2 1.3073 1.3073 1.3114
R1 1.3094 1.3094 1.3114 1.3084
PP 1.3073 1.3073 1.3073 1.3068
S1 1.3094 1.3094 1.3114 1.3084
S2 1.3073 1.3073 1.3114
S3 1.3073 1.3094 1.3114
S4 1.3073 1.3094 1.3114
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3717 1.3623 1.3201
R3 1.3490 1.3396 1.3138
R2 1.3263 1.3263 1.3118
R1 1.3169 1.3169 1.3097 1.3216
PP 1.3036 1.3036 1.3036 1.3059
S1 1.2942 1.2942 1.3055 1.2989
S2 1.2809 1.2809 1.3034
S3 1.2582 1.2715 1.3014
S4 1.2355 1.2488 1.2951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3076 1.3053 0.0023 0.2% 0.0000 0.0% 265% False True 3
10 1.3129 1.2684 0.0445 3.4% 0.0015 0.1% 97% False False 2
20 1.3129 1.2684 0.0445 3.4% 0.0013 0.1% 97% False False 2
40 1.3129 1.2338 0.0791 6.0% 0.0007 0.1% 98% False False 8
60 1.3129 1.2201 0.0928 7.1% 0.0005 0.0% 98% 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 1.3053
2.618 1.3053
1.618 1.3053
1.000 1.3053
0.618 1.3053
HIGH 1.3053
0.618 1.3053
0.500 1.3053
0.382 1.3053
LOW 1.3053
0.618 1.3053
1.000 1.3053
1.618 1.3053
2.618 1.3053
4.250 1.3053
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 1.3094 1.3096
PP 1.3073 1.3078
S1 1.3053 1.3061

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

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