CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 1.2883 1.2889 0.0006 0.0% 1.3208
High 1.2911 1.2889 -0.0022 -0.2% 1.3257
Low 1.2800 1.2889 0.0089 0.7% 1.3200
Close 1.2868 1.2831 -0.0037 -0.3% 1.3257
Range 0.0111 0.0000 -0.0111 -100.0% 0.0057
ATR 0.0070 0.0067 -0.0004 -5.0% 0.0000
Volume 1 20 19 1,900.0% 11
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2870 1.2850 1.2831
R3 1.2870 1.2850 1.2831
R2 1.2870 1.2870 1.2831
R1 1.2850 1.2850 1.2831 1.2860
PP 1.2870 1.2870 1.2870 1.2875
S1 1.2850 1.2850 1.2831 1.2860
S2 1.2870 1.2870 1.2831
S3 1.2870 1.2850 1.2831
S4 1.2870 1.2850 1.2831
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3409 1.3390 1.3288
R3 1.3352 1.3333 1.3273
R2 1.3295 1.3295 1.3267
R1 1.3276 1.3276 1.3262 1.3286
PP 1.3238 1.3238 1.3238 1.3243
S1 1.3219 1.3219 1.3252 1.3229
S2 1.3181 1.3181 1.3247
S3 1.3124 1.3162 1.3241
S4 1.3067 1.3105 1.3226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3257 1.2800 0.0457 3.6% 0.0022 0.2% 7% False False 5
10 1.3257 1.2800 0.0457 3.6% 0.0011 0.1% 7% False False 4
20 1.3257 1.2800 0.0457 3.6% 0.0006 0.0% 7% False False 3
40 1.3257 1.2800 0.0457 3.6% 0.0006 0.0% 7% False False 3
60 1.3257 1.2800 0.0457 3.6% 0.0004 0.0% 7% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2889
2.618 1.2889
1.618 1.2889
1.000 1.2889
0.618 1.2889
HIGH 1.2889
0.618 1.2889
0.500 1.2889
0.382 1.2889
LOW 1.2889
0.618 1.2889
1.000 1.2889
1.618 1.2889
2.618 1.2889
4.250 1.2889
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 1.2889 1.3029
PP 1.2870 1.2963
S1 1.2850 1.2897

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

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