CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 1.2989 1.3021 0.0032 0.2% 1.3064
High 1.3076 1.3021 -0.0055 -0.4% 1.3118
Low 1.2989 1.2961 -0.0028 -0.2% 1.2938
Close 1.3046 1.2986 -0.0060 -0.5% 1.2986
Range 0.0087 0.0060 -0.0027 -31.0% 0.0180
ATR 0.0064 0.0065 0.0002 2.4% 0.0000
Volume 90 38 -52 -57.8% 179
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3169 1.3138 1.3019
R3 1.3109 1.3078 1.3003
R2 1.3049 1.3049 1.2997
R1 1.3018 1.3018 1.2992 1.3004
PP 1.2989 1.2989 1.2989 1.2982
S1 1.2958 1.2958 1.2981 1.2944
S2 1.2929 1.2929 1.2975
S3 1.2869 1.2898 1.2970
S4 1.2809 1.2838 1.2953
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3554 1.3450 1.3085
R3 1.3374 1.3270 1.3036
R2 1.3194 1.3194 1.3019
R1 1.3090 1.3090 1.3003 1.3052
PP 1.3014 1.3014 1.3014 1.2995
S1 1.2910 1.2910 1.2970 1.2872
S2 1.2834 1.2834 1.2953
S3 1.2654 1.2730 1.2937
S4 1.2474 1.2550 1.2887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3118 1.2938 0.0180 1.4% 0.0069 0.5% 27% False False 35
10 1.3118 1.2938 0.0180 1.4% 0.0054 0.4% 27% False False 54
20 1.3161 1.2938 0.0223 1.7% 0.0060 0.5% 22% False False 54
40 1.3161 1.2885 0.0276 2.1% 0.0031 0.2% 37% False False 31
60 1.3161 1.2684 0.0477 3.7% 0.0025 0.2% 63% False False 21
80 1.3161 1.2338 0.0823 6.3% 0.0019 0.1% 79% False False 19
100 1.3161 1.2201 0.0960 7.4% 0.0015 0.1% 82% False False 18
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3276
2.618 1.3178
1.618 1.3118
1.000 1.3081
0.618 1.3058
HIGH 1.3021
0.618 1.2998
0.500 1.2991
0.382 1.2984
LOW 1.2961
0.618 1.2924
1.000 1.2901
1.618 1.2864
2.618 1.2804
4.250 1.2706
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 1.2991 1.3028
PP 1.2989 1.3014
S1 1.2988 1.3000

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

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