CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 1.2922 1.3019 0.0097 0.8% 1.2826
High 1.3008 1.3050 0.0042 0.3% 1.3008
Low 1.2922 1.3000 0.0078 0.6% 1.2826
Close 1.2992 1.3003 0.0011 0.1% 1.2992
Range 0.0086 0.0050 -0.0036 -41.9% 0.0182
ATR 0.0088 0.0085 -0.0002 -2.4% 0.0000
Volume 32 41 9 28.1% 354
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3168 1.3135 1.3031
R3 1.3118 1.3085 1.3017
R2 1.3068 1.3068 1.3012
R1 1.3035 1.3035 1.3008 1.3027
PP 1.3018 1.3018 1.3018 1.3013
S1 1.2985 1.2985 1.2998 1.2977
S2 1.2968 1.2968 1.2994
S3 1.2918 1.2935 1.2989
S4 1.2868 1.2885 1.2976
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3488 1.3422 1.3092
R3 1.3306 1.3240 1.3042
R2 1.3124 1.3124 1.3025
R1 1.3058 1.3058 1.3009 1.3091
PP 1.2942 1.2942 1.2942 1.2959
S1 1.2876 1.2876 1.2975 1.2909
S2 1.2760 1.2760 1.2959
S3 1.2578 1.2694 1.2942
S4 1.2396 1.2512 1.2892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3050 1.2843 0.0207 1.6% 0.0057 0.4% 77% True False 68
10 1.3050 1.2694 0.0356 2.7% 0.0056 0.4% 87% True False 225
20 1.3279 1.2609 0.0670 5.2% 0.0093 0.7% 59% False False 172
40 1.3279 1.2609 0.0670 5.2% 0.0080 0.6% 59% False False 114
60 1.3279 1.2609 0.0670 5.2% 0.0054 0.4% 59% False False 79
80 1.3279 1.2609 0.0670 5.2% 0.0044 0.3% 59% False False 59
100 1.3279 1.2338 0.0941 7.2% 0.0036 0.3% 71% False False 49
120 1.3279 1.2201 0.1078 8.3% 0.0030 0.2% 74% False False 44
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3263
2.618 1.3181
1.618 1.3131
1.000 1.3100
0.618 1.3081
HIGH 1.3050
0.618 1.3031
0.500 1.3025
0.382 1.3019
LOW 1.3000
0.618 1.2969
1.000 1.2950
1.618 1.2919
2.618 1.2869
4.250 1.2788
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 1.3025 1.2992
PP 1.3018 1.2980
S1 1.3010 1.2969

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

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