CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 1.3072 1.3200 0.0128 1.0% 1.3087
High 1.3072 1.3200 0.0128 1.0% 1.3200
Low 1.3072 1.3200 0.0128 1.0% 1.3072
Close 1.3072 1.3200 0.0128 1.0% 1.3200
Range
ATR 0.0041 0.0047 0.0006 15.1% 0.0000
Volume 3 3 0 0.0% 13
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3200 1.3200 1.3200
R3 1.3200 1.3200 1.3200
R2 1.3200 1.3200 1.3200
R1 1.3200 1.3200 1.3200 1.3200
PP 1.3200 1.3200 1.3200 1.3200
S1 1.3200 1.3200 1.3200 1.3200
S2 1.3200 1.3200 1.3200
S3 1.3200 1.3200 1.3200
S4 1.3200 1.3200 1.3200
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3541 1.3499 1.3270
R3 1.3413 1.3371 1.3235
R2 1.3285 1.3285 1.3223
R1 1.3243 1.3243 1.3212 1.3264
PP 1.3157 1.3157 1.3157 1.3168
S1 1.3115 1.3115 1.3188 1.3136
S2 1.3029 1.3029 1.3177
S3 1.2901 1.2987 1.3165
S4 1.2773 1.2859 1.3130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3200 1.3072 0.0128 1.0% 0.0000 0.0% 100% True False 2
10 1.3200 1.2997 0.0203 1.5% 0.0000 0.0% 100% True False 2
20 1.3200 1.2997 0.0203 1.5% 0.0003 0.0% 100% True False 1
40 1.3200 1.2947 0.0253 1.9% 0.0003 0.0% 100% True False 2
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 1.3200
2.618 1.3200
1.618 1.3200
1.000 1.3200
0.618 1.3200
HIGH 1.3200
0.618 1.3200
0.500 1.3200
0.382 1.3200
LOW 1.3200
0.618 1.3200
1.000 1.3200
1.618 1.3200
2.618 1.3200
4.250 1.3200
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 1.3200 1.3179
PP 1.3200 1.3157
S1 1.3200 1.3136

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

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