CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 1.3053 1.3063 0.0010 0.1% 1.3098
High 1.3053 1.3063 0.0010 0.1% 1.3102
Low 1.3053 1.3063 0.0010 0.1% 1.2956
Close 1.3100 1.3063 -0.0037 -0.3% 1.3100
Range
ATR 0.0058 0.0056 -0.0001 -2.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3063 1.3063 1.3063
R3 1.3063 1.3063 1.3063
R2 1.3063 1.3063 1.3063
R1 1.3063 1.3063 1.3063 1.3063
PP 1.3063 1.3063 1.3063 1.3063
S1 1.3063 1.3063 1.3063 1.3063
S2 1.3063 1.3063 1.3063
S3 1.3063 1.3063 1.3063
S4 1.3063 1.3063 1.3063
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3491 1.3441 1.3180
R3 1.3345 1.3295 1.3140
R2 1.3199 1.3199 1.3127
R1 1.3149 1.3149 1.3113 1.3174
PP 1.3053 1.3053 1.3053 1.3065
S1 1.3003 1.3003 1.3087 1.3028
S2 1.2907 1.2907 1.3073
S3 1.2761 1.2857 1.3060
S4 1.2615 1.2711 1.3020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3102 1.2956 0.0146 1.1% 0.0000 0.0% 73% False False 1
10 1.3142 1.2956 0.0186 1.4% 0.0000 0.0% 58% False False 1
20 1.3142 1.2704 0.0438 3.4% 0.0000 0.0% 82% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3063
2.618 1.3063
1.618 1.3063
1.000 1.3063
0.618 1.3063
HIGH 1.3063
0.618 1.3063
0.500 1.3063
0.382 1.3063
LOW 1.3063
0.618 1.3063
1.000 1.3063
1.618 1.3063
2.618 1.3063
4.250 1.3063
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 1.3063 1.3045
PP 1.3063 1.3027
S1 1.3063 1.3010

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

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