CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 1.3048 1.3046 -0.0002 0.0% 1.2981
High 1.3071 1.3236 0.0165 1.3% 1.3236
Low 1.3007 1.3046 0.0039 0.3% 1.2951
Close 1.3048 1.3175 0.0127 1.0% 1.3175
Range 0.0064 0.0190 0.0126 196.9% 0.0285
ATR 0.0063 0.0072 0.0009 14.3% 0.0000
Volume 79 56 -23 -29.1% 260
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3722 1.3639 1.3280
R3 1.3532 1.3449 1.3227
R2 1.3342 1.3342 1.3210
R1 1.3259 1.3259 1.3192 1.3301
PP 1.3152 1.3152 1.3152 1.3173
S1 1.3069 1.3069 1.3158 1.3111
S2 1.2962 1.2962 1.3140
S3 1.2772 1.2879 1.3123
S4 1.2582 1.2689 1.3071
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3976 1.3860 1.3332
R3 1.3691 1.3575 1.3253
R2 1.3406 1.3406 1.3227
R1 1.3290 1.3290 1.3201 1.3348
PP 1.3121 1.3121 1.3121 1.3150
S1 1.3005 1.3005 1.3149 1.3063
S2 1.2836 1.2836 1.3123
S3 1.2551 1.2720 1.3097
S4 1.2266 1.2435 1.3018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3236 1.2951 0.0285 2.2% 0.0085 0.6% 79% True False 52
10 1.3236 1.2938 0.0298 2.3% 0.0077 0.6% 80% True False 43
20 1.3236 1.2938 0.0298 2.3% 0.0066 0.5% 80% True False 45
40 1.3236 1.2885 0.0351 2.7% 0.0042 0.3% 83% True False 37
60 1.3236 1.2684 0.0552 4.2% 0.0032 0.2% 89% True False 25
80 1.3236 1.2338 0.0898 6.8% 0.0025 0.2% 93% True False 20
100 1.3236 1.2338 0.0898 6.8% 0.0020 0.1% 93% True False 21
120 1.3236 1.2201 0.1035 7.9% 0.0016 0.1% 94% True False 18
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 0.0007
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 1.4044
2.618 1.3733
1.618 1.3543
1.000 1.3426
0.618 1.3353
HIGH 1.3236
0.618 1.3163
0.500 1.3141
0.382 1.3119
LOW 1.3046
0.618 1.2929
1.000 1.2856
1.618 1.2739
2.618 1.2549
4.250 1.2239
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 1.3164 1.3157
PP 1.3152 1.3139
S1 1.3141 1.3122

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

View Archives - Comment on this page... - Back to Index of Symbols