CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 1.3057 1.2992 -0.0065 -0.5% 1.3088
High 1.3080 1.3109 0.0029 0.2% 1.3140
Low 1.2999 1.2973 -0.0026 -0.2% 1.2999
Close 1.3008 1.3085 0.0077 0.6% 1.3008
Range 0.0081 0.0136 0.0055 67.9% 0.0141
ATR 0.0064 0.0069 0.0005 8.1% 0.0000
Volume 8 62 54 675.0% 97
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3464 1.3410 1.3160
R3 1.3328 1.3274 1.3122
R2 1.3192 1.3192 1.3110
R1 1.3138 1.3138 1.3097 1.3165
PP 1.3056 1.3056 1.3056 1.3069
S1 1.3002 1.3002 1.3073 1.3029
S2 1.2920 1.2920 1.3060
S3 1.2784 1.2866 1.3048
S4 1.2648 1.2730 1.3010
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3472 1.3381 1.3086
R3 1.3331 1.3240 1.3047
R2 1.3190 1.3190 1.3034
R1 1.3099 1.3099 1.3021 1.3074
PP 1.3049 1.3049 1.3049 1.3037
S1 1.2958 1.2958 1.2995 1.2933
S2 1.2908 1.2908 1.2982
S3 1.2767 1.2817 1.2969
S4 1.2626 1.2676 1.2930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3140 1.2973 0.0167 1.3% 0.0087 0.7% 67% False True 31
10 1.3161 1.2973 0.0188 1.4% 0.0080 0.6% 60% False True 61
20 1.3161 1.2885 0.0276 2.1% 0.0042 0.3% 72% False False 37
40 1.3161 1.2885 0.0276 2.1% 0.0025 0.2% 72% False False 20
60 1.3161 1.2514 0.0647 4.9% 0.0019 0.1% 88% False False 13
80 1.3161 1.2338 0.0823 6.3% 0.0014 0.1% 91% False False 17
100 1.3161 1.2201 0.0960 7.3% 0.0011 0.1% 92% False False 14
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 0.0005
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 1.3687
2.618 1.3465
1.618 1.3329
1.000 1.3245
0.618 1.3193
HIGH 1.3109
0.618 1.3057
0.500 1.3041
0.382 1.3025
LOW 1.2973
0.618 1.2889
1.000 1.2837
1.618 1.2753
2.618 1.2617
4.250 1.2395
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 1.3070 1.3070
PP 1.3056 1.3056
S1 1.3041 1.3041

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

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