CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 1.3033 1.3028 -0.0005 0.0% 1.3019
High 1.3051 1.3028 -0.0023 -0.2% 1.3101
Low 1.2987 1.2952 -0.0035 -0.3% 1.2916
Close 1.3032 1.2970 -0.0062 -0.5% 1.3037
Range 0.0064 0.0076 0.0012 18.8% 0.0185
ATR 0.0075 0.0075 0.0000 0.5% 0.0000
Volume 99 203 104 105.1% 556
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3211 1.3167 1.3012
R3 1.3135 1.3091 1.2991
R2 1.3059 1.3059 1.2984
R1 1.3015 1.3015 1.2977 1.2999
PP 1.2983 1.2983 1.2983 1.2976
S1 1.2939 1.2939 1.2963 1.2923
S2 1.2907 1.2907 1.2956
S3 1.2831 1.2863 1.2949
S4 1.2755 1.2787 1.2928
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3573 1.3490 1.3139
R3 1.3388 1.3305 1.3088
R2 1.3203 1.3203 1.3071
R1 1.3120 1.3120 1.3054 1.3162
PP 1.3018 1.3018 1.3018 1.3039
S1 1.2935 1.2935 1.3020 1.2977
S2 1.2833 1.2833 1.3003
S3 1.2648 1.2750 1.2986
S4 1.2463 1.2565 1.2935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3101 1.2952 0.0149 1.1% 0.0052 0.4% 12% False True 126
10 1.3101 1.2888 0.0213 1.6% 0.0059 0.5% 38% False False 116
20 1.3279 1.2609 0.0670 5.2% 0.0090 0.7% 54% False False 168
40 1.3279 1.2609 0.0670 5.2% 0.0077 0.6% 54% False False 125
60 1.3279 1.2609 0.0670 5.2% 0.0061 0.5% 54% False False 94
80 1.3279 1.2609 0.0670 5.2% 0.0049 0.4% 54% False False 71
100 1.3279 1.2338 0.0941 7.3% 0.0040 0.3% 67% False False 57
120 1.3279 1.2338 0.0941 7.3% 0.0033 0.3% 67% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3351
2.618 1.3227
1.618 1.3151
1.000 1.3104
0.618 1.3075
HIGH 1.3028
0.618 1.2999
0.500 1.2990
0.382 1.2981
LOW 1.2952
0.618 1.2905
1.000 1.2876
1.618 1.2829
2.618 1.2753
4.250 1.2629
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 1.2990 1.3006
PP 1.2983 1.2994
S1 1.2977 1.2982

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

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