CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 1.2971 1.2992 0.0021 0.2% 1.2947
High 1.2971 1.2992 0.0021 0.2% 1.2993
Low 1.2971 1.2992 0.0021 0.2% 1.2947
Close 1.2971 1.2992 0.0021 0.2% 1.2971
Range
ATR 0.0049 0.0047 -0.0002 -4.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2992 1.2992 1.2992
R3 1.2992 1.2992 1.2992
R2 1.2992 1.2992 1.2992
R1 1.2992 1.2992 1.2992 1.2992
PP 1.2992 1.2992 1.2992 1.2992
S1 1.2992 1.2992 1.2992 1.2992
S2 1.2992 1.2992 1.2992
S3 1.2992 1.2992 1.2992
S4 1.2992 1.2992 1.2992
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3108 1.3086 1.2996
R3 1.3062 1.3040 1.2984
R2 1.3016 1.3016 1.2979
R1 1.2994 1.2994 1.2975 1.3005
PP 1.2970 1.2970 1.2970 1.2976
S1 1.2948 1.2948 1.2967 1.2959
S2 1.2924 1.2924 1.2963
S3 1.2878 1.2902 1.2958
S4 1.2832 1.2856 1.2946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2993 1.2947 0.0046 0.4% 0.0000 0.0% 98% False False 1
10 1.3112 1.2947 0.0165 1.3% 0.0000 0.0% 27% False False 1
20 1.3142 1.2947 0.0195 1.5% 0.0000 0.0% 23% 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 1.2992
2.618 1.2992
1.618 1.2992
1.000 1.2992
0.618 1.2992
HIGH 1.2992
0.618 1.2992
0.500 1.2992
0.382 1.2992
LOW 1.2992
0.618 1.2992
1.000 1.2992
1.618 1.2992
2.618 1.2992
4.250 1.2992
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 1.2992 1.2987
PP 1.2992 1.2982
S1 1.2992 1.2978

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

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