CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 1.2970 1.2940 -0.0030 -0.2% 1.3042
High 1.2981 1.2940 -0.0041 -0.3% 1.3091
Low 1.2932 1.2940 0.0008 0.1% 1.3042
Close 1.2965 1.2940 -0.0025 -0.2% 1.3063
Range 0.0049 0.0000 -0.0049 -100.0% 0.0049
ATR 0.0057 0.0055 -0.0002 -4.0% 0.0000
Volume 1 24 23 2,300.0% 12
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2940 1.2940 1.2940
R3 1.2940 1.2940 1.2940
R2 1.2940 1.2940 1.2940
R1 1.2940 1.2940 1.2940 1.2940
PP 1.2940 1.2940 1.2940 1.2940
S1 1.2940 1.2940 1.2940 1.2940
S2 1.2940 1.2940 1.2940
S3 1.2940 1.2940 1.2940
S4 1.2940 1.2940 1.2940
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 1.3063 1.2885 0.0178 1.4% 0.0011 0.1% 31% False False 8
10 1.3091 1.2885 0.0206 1.6% 0.0005 0.0% 27% False False 4
20 1.3117 1.2885 0.0232 1.8% 0.0003 0.0% 24% False False 3
40 1.3129 1.2665 0.0464 3.6% 0.0008 0.1% 59% False False 2
60 1.3129 1.2338 0.0791 6.1% 0.0006 0.0% 76% False False 9
80 1.3129 1.2201 0.0928 7.2% 0.0004 0.0% 80% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2940
2.618 1.2940
1.618 1.2940
1.000 1.2940
0.618 1.2940
HIGH 1.2940
0.618 1.2940
0.500 1.2940
0.382 1.2940
LOW 1.2940
0.618 1.2940
1.000 1.2940
1.618 1.2940
2.618 1.2940
4.250 1.2940
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 1.2940 1.2938
PP 1.2940 1.2935
S1 1.2940 1.2933

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

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