CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.3086 1.2947 -0.0139 -1.1% 1.3063
High 1.3086 1.2947 -0.0139 -1.1% 1.3112
Low 1.3086 1.2947 -0.0139 -1.1% 1.3063
Close 1.3086 1.2947 -0.0139 -1.1% 1.3086
Range
ATR 0.0048 0.0055 0.0006 13.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2947 1.2947 1.2947
R3 1.2947 1.2947 1.2947
R2 1.2947 1.2947 1.2947
R1 1.2947 1.2947 1.2947 1.2947
PP 1.2947 1.2947 1.2947 1.2947
S1 1.2947 1.2947 1.2947 1.2947
S2 1.2947 1.2947 1.2947
S3 1.2947 1.2947 1.2947
S4 1.2947 1.2947 1.2947
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3234 1.3209 1.3113
R3 1.3185 1.3160 1.3099
R2 1.3136 1.3136 1.3095
R1 1.3111 1.3111 1.3090 1.3124
PP 1.3087 1.3087 1.3087 1.3093
S1 1.3062 1.3062 1.3082 1.3075
S2 1.3038 1.3038 1.3077
S3 1.2989 1.3013 1.3073
S4 1.2940 1.2964 1.3059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3112 1.2947 0.0165 1.3% 0.0000 0.0% 0% False True 1
10 1.3112 1.2947 0.0165 1.3% 0.0000 0.0% 0% False True 1
20 1.3142 1.2947 0.0195 1.5% 0.0000 0.0% 0% False True 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 1.2947
2.618 1.2947
1.618 1.2947
1.000 1.2947
0.618 1.2947
HIGH 1.2947
0.618 1.2947
0.500 1.2947
0.382 1.2947
LOW 1.2947
0.618 1.2947
1.000 1.2947
1.618 1.2947
2.618 1.2947
4.250 1.2947
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.2947 1.3017
PP 1.2947 1.2993
S1 1.2947 1.2970

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

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