CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 1.3096 1.3073 -0.0023 -0.2% 1.2965
High 1.3096 1.3114 0.0018 0.1% 1.3086
Low 1.3096 1.3073 -0.0023 -0.2% 1.2965
Close 1.3106 1.3128 0.0022 0.2% 1.3043
Range 0.0000 0.0041 0.0041 0.0121
ATR 0.0048 0.0048 -0.0001 -1.1% 0.0000
Volume 2 1 -1 -50.0% 99
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3228 1.3219 1.3151
R3 1.3187 1.3178 1.3139
R2 1.3146 1.3146 1.3136
R1 1.3137 1.3137 1.3132 1.3142
PP 1.3105 1.3105 1.3105 1.3107
S1 1.3096 1.3096 1.3124 1.3101
S2 1.3064 1.3064 1.3120
S3 1.3023 1.3055 1.3117
S4 1.2982 1.3014 1.3105
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3394 1.3340 1.3110
R3 1.3273 1.3219 1.3076
R2 1.3152 1.3152 1.3065
R1 1.3098 1.3098 1.3054 1.3125
PP 1.3031 1.3031 1.3031 1.3045
S1 1.2977 1.2977 1.3032 1.3004
S2 1.2910 1.2910 1.3021
S3 1.2789 1.2856 1.3010
S4 1.2668 1.2735 1.2976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3114 1.3043 0.0071 0.5% 0.0008 0.1% 120% True False 8
10 1.3114 1.2915 0.0199 1.5% 0.0009 0.1% 107% True False 13
20 1.3114 1.2885 0.0229 1.7% 0.0005 0.0% 106% True False 8
40 1.3129 1.2684 0.0445 3.4% 0.0009 0.1% 100% False False 5
60 1.3129 1.2338 0.0791 6.0% 0.0006 0.0% 100% False False 6
80 1.3129 1.2304 0.0825 6.3% 0.0005 0.0% 100% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3288
2.618 1.3221
1.618 1.3180
1.000 1.3155
0.618 1.3139
HIGH 1.3114
0.618 1.3098
0.500 1.3094
0.382 1.3089
LOW 1.3073
0.618 1.3048
1.000 1.3032
1.618 1.3007
2.618 1.2966
4.250 1.2899
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 1.3117 1.3112
PP 1.3105 1.3095
S1 1.3094 1.3079

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

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