CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 1.3053 1.3063 0.0010 0.1% 1.3042
High 1.3053 1.3063 0.0010 0.1% 1.3091
Low 1.3049 1.3063 0.0014 0.1% 1.3042
Close 1.3050 1.3063 0.0013 0.1% 1.3063
Range 0.0004 0.0000 -0.0004 -100.0% 0.0049
ATR 0.0051 0.0048 -0.0003 -5.3% 0.0000
Volume 1 8 7 700.0% 12
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3063 1.3063 1.3063
R3 1.3063 1.3063 1.3063
R2 1.3063 1.3063 1.3063
R1 1.3063 1.3063 1.3063 1.3063
PP 1.3063 1.3063 1.3063 1.3063
S1 1.3063 1.3063 1.3063 1.3063
S2 1.3063 1.3063 1.3063
S3 1.3063 1.3063 1.3063
S4 1.3063 1.3063 1.3063
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3212 1.3187 1.3090
R3 1.3163 1.3138 1.3076
R2 1.3114 1.3114 1.3072
R1 1.3089 1.3089 1.3067 1.3102
PP 1.3065 1.3065 1.3065 1.3072
S1 1.3040 1.3040 1.3059 1.3053
S2 1.3016 1.3016 1.3054
S3 1.2967 1.2991 1.3050
S4 1.2918 1.2942 1.3036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3091 1.3042 0.0049 0.4% 0.0001 0.0% 43% False False 2
10 1.3091 1.2932 0.0159 1.2% 0.0000 0.0% 82% False False 1
20 1.3129 1.2902 0.0227 1.7% 0.0008 0.1% 71% False False 2
40 1.3129 1.2514 0.0615 4.7% 0.0007 0.1% 89% False False 2
60 1.3129 1.2338 0.0791 6.1% 0.0005 0.0% 92% False False 10
80 1.3129 1.2201 0.0928 7.1% 0.0004 0.0% 93% False False 8
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3063
2.618 1.3063
1.618 1.3063
1.000 1.3063
0.618 1.3063
HIGH 1.3063
0.618 1.3063
0.500 1.3063
0.382 1.3063
LOW 1.3063
0.618 1.3063
1.000 1.3063
1.618 1.3063
2.618 1.3063
4.250 1.3063
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 1.3063 1.3070
PP 1.3063 1.3068
S1 1.3063 1.3065

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

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