CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 1.2909 1.2888 -0.0021 -0.2% 1.3241
High 1.2930 1.2919 -0.0011 -0.1% 1.3279
Low 1.2878 1.2888 0.0010 0.1% 1.2609
Close 1.2882 1.2913 0.0031 0.2% 1.2826
Range 0.0052 0.0031 -0.0021 -40.4% 0.0670
ATR 0.0091 0.0087 -0.0004 -4.2% 0.0000
Volume 13 167 154 1,184.6% 1,881
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3000 1.2987 1.2930
R3 1.2969 1.2956 1.2922
R2 1.2938 1.2938 1.2919
R1 1.2925 1.2925 1.2916 1.2932
PP 1.2907 1.2907 1.2907 1.2910
S1 1.2894 1.2894 1.2910 1.2901
S2 1.2876 1.2876 1.2907
S3 1.2845 1.2863 1.2904
S4 1.2814 1.2832 1.2896
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% 0.0043 0.3% 86% False False 98
10 1.3279 1.2609 0.0670 5.2% 0.0115 0.9% 45% False False 231
20 1.3279 1.2609 0.0670 5.2% 0.0097 0.7% 45% False False 172
40 1.3279 1.2609 0.0670 5.2% 0.0077 0.6% 45% False False 112
60 1.3279 1.2609 0.0670 5.2% 0.0052 0.4% 45% False False 77
80 1.3279 1.2609 0.0670 5.2% 0.0042 0.3% 45% False False 59
100 1.3279 1.2338 0.0941 7.3% 0.0034 0.3% 61% False False 49
120 1.3279 1.2201 0.1078 8.3% 0.0028 0.2% 66% False False 44
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3051
2.618 1.3000
1.618 1.2969
1.000 1.2950
0.618 1.2938
HIGH 1.2919
0.618 1.2907
0.500 1.2904
0.382 1.2900
LOW 1.2888
0.618 1.2869
1.000 1.2857
1.618 1.2838
2.618 1.2807
4.250 1.2756
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 1.2910 1.2904
PP 1.2907 1.2895
S1 1.2904 1.2887

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

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