CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 1.2885 1.2970 0.0085 0.7% 1.3042
High 1.2885 1.2981 0.0096 0.7% 1.3091
Low 1.2885 1.2932 0.0047 0.4% 1.3042
Close 1.2922 1.2965 0.0043 0.3% 1.3063
Range 0.0000 0.0049 0.0049 0.0049
ATR 0.0057 0.0057 0.0000 0.2% 0.0000
Volume 8 1 -7 -87.5% 12
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3106 1.3085 1.2992
R3 1.3057 1.3036 1.2978
R2 1.3008 1.3008 1.2974
R1 1.2987 1.2987 1.2969 1.2973
PP 1.2959 1.2959 1.2959 1.2953
S1 1.2938 1.2938 1.2961 1.2924
S2 1.2910 1.2910 1.2956
S3 1.2861 1.2889 1.2952
S4 1.2812 1.2840 1.2938
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 1.2885 0.0206 1.6% 0.0011 0.1% 39% False False 3
10 1.3091 1.2885 0.0206 1.6% 0.0005 0.0% 39% False False 2
20 1.3129 1.2885 0.0244 1.9% 0.0008 0.1% 33% False False 2
40 1.3129 1.2642 0.0487 3.8% 0.0009 0.1% 66% False False 2
60 1.3129 1.2338 0.0791 6.1% 0.0006 0.0% 79% False False 9
80 1.3129 1.2201 0.0928 7.2% 0.0004 0.0% 82% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3189
2.618 1.3109
1.618 1.3060
1.000 1.3030
0.618 1.3011
HIGH 1.2981
0.618 1.2962
0.500 1.2957
0.382 1.2951
LOW 1.2932
0.618 1.2902
1.000 1.2883
1.618 1.2853
2.618 1.2804
4.250 1.2724
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 1.2962 1.2974
PP 1.2959 1.2971
S1 1.2957 1.2968

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

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