CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 1.2843 1.2909 0.0066 0.5% 1.3241
High 1.2908 1.2930 0.0022 0.2% 1.3279
Low 1.2843 1.2878 0.0035 0.3% 1.2609
Close 1.2903 1.2882 -0.0021 -0.2% 1.2826
Range 0.0065 0.0052 -0.0013 -20.0% 0.0670
ATR 0.0094 0.0091 -0.0003 -3.2% 0.0000
Volume 90 13 -77 -85.6% 1,881
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3053 1.3019 1.2911
R3 1.3001 1.2967 1.2896
R2 1.2949 1.2949 1.2892
R1 1.2915 1.2915 1.2887 1.2906
PP 1.2897 1.2897 1.2897 1.2892
S1 1.2863 1.2863 1.2877 1.2854
S2 1.2845 1.2845 1.2872
S3 1.2793 1.2811 1.2868
S4 1.2741 1.2759 1.2853
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4915 1.4540 1.3195
R3 1.4245 1.3870 1.3010
R2 1.3575 1.3575 1.2949
R1 1.3200 1.3200 1.2887 1.3053
PP 1.2905 1.2905 1.2905 1.2831
S1 1.2530 1.2530 1.2765 1.2383
S2 1.2235 1.2235 1.2703
S3 1.1565 1.1860 1.2642
S4 1.0895 1.1190 1.2458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2930 1.2812 0.0118 0.9% 0.0041 0.3% 59% True False 68
10 1.3279 1.2609 0.0670 5.2% 0.0121 0.9% 41% False False 221
20 1.3279 1.2609 0.0670 5.2% 0.0099 0.8% 41% False False 168
40 1.3279 1.2609 0.0670 5.2% 0.0076 0.6% 41% False False 109
60 1.3279 1.2609 0.0670 5.2% 0.0052 0.4% 41% False False 75
80 1.3279 1.2609 0.0670 5.2% 0.0042 0.3% 41% False False 56
100 1.3279 1.2338 0.0941 7.3% 0.0034 0.3% 58% False False 48
120 1.3279 1.2201 0.1078 8.4% 0.0028 0.2% 63% False False 42
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 True
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3151
2.618 1.3066
1.618 1.3014
1.000 1.2982
0.618 1.2962
HIGH 1.2930
0.618 1.2910
0.500 1.2904
0.382 1.2898
LOW 1.2878
0.618 1.2846
1.000 1.2826
1.618 1.2794
2.618 1.2742
4.250 1.2657
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 1.2904 1.2881
PP 1.2897 1.2879
S1 1.2889 1.2878

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

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