CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 1.2993 1.2963 -0.0030 -0.2% 1.3063
High 1.2993 1.2963 -0.0030 -0.2% 1.3112
Low 1.2993 1.2963 -0.0030 -0.2% 1.3063
Close 1.2993 1.2963 -0.0030 -0.2% 1.3086
Range
ATR 0.0054 0.0052 -0.0002 -3.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2963 1.2963 1.2963
R3 1.2963 1.2963 1.2963
R2 1.2963 1.2963 1.2963
R1 1.2963 1.2963 1.2963 1.2963
PP 1.2963 1.2963 1.2963 1.2963
S1 1.2963 1.2963 1.2963 1.2963
S2 1.2963 1.2963 1.2963
S3 1.2963 1.2963 1.2963
S4 1.2963 1.2963 1.2963
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 1.3086 1.2947 0.0139 1.1% 0.0000 0.0% 12% False False 1
10 1.3112 1.2947 0.0165 1.3% 0.0000 0.0% 10% False False 1
20 1.3142 1.2947 0.0195 1.5% 0.0000 0.0% 8% 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 1.2963
2.618 1.2963
1.618 1.2963
1.000 1.2963
0.618 1.2963
HIGH 1.2963
0.618 1.2963
0.500 1.2963
0.382 1.2963
LOW 1.2963
0.618 1.2963
1.000 1.2963
1.618 1.2963
2.618 1.2963
4.250 1.2963
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 1.2963 1.2970
PP 1.2963 1.2968
S1 1.2963 1.2965

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

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