CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 1.2851 1.2930 0.0079 0.6% 1.2883
High 1.2869 1.2930 0.0061 0.5% 1.2911
Low 1.2851 1.2930 0.0079 0.6% 1.2800
Close 1.2869 1.2930 0.0061 0.5% 1.2851
Range 0.0018 0.0000 -0.0018 -100.0% 0.0111
ATR 0.0057 0.0057 0.0000 0.6% 0.0000
Volume 1 0 -1 -100.0% 23
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2930 1.2930 1.2930
R3 1.2930 1.2930 1.2930
R2 1.2930 1.2930 1.2930
R1 1.2930 1.2930 1.2930 1.2930
PP 1.2930 1.2930 1.2930 1.2930
S1 1.2930 1.2930 1.2930 1.2930
S2 1.2930 1.2930 1.2930
S3 1.2930 1.2930 1.2930
S4 1.2930 1.2930 1.2930
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3187 1.3130 1.2912
R3 1.3076 1.3019 1.2882
R2 1.2965 1.2965 1.2871
R1 1.2908 1.2908 1.2861 1.2881
PP 1.2854 1.2854 1.2854 1.2841
S1 1.2797 1.2797 1.2841 1.2770
S2 1.2743 1.2743 1.2831
S3 1.2632 1.2686 1.2820
S4 1.2521 1.2575 1.2790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2930 1.2851 0.0079 0.6% 0.0013 0.1% 100% True False
10 1.3257 1.2800 0.0457 3.5% 0.0018 0.1% 28% False False 2
20 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 28% False False 2
40 1.3257 1.2800 0.0457 3.5% 0.0007 0.1% 28% False False 3
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 28% False False 2
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2930
2.618 1.2930
1.618 1.2930
1.000 1.2930
0.618 1.2930
HIGH 1.2930
0.618 1.2930
0.500 1.2930
0.382 1.2930
LOW 1.2930
0.618 1.2930
1.000 1.2930
1.618 1.2930
2.618 1.2930
4.250 1.2930
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 1.2930 1.2917
PP 1.2930 1.2904
S1 1.2930 1.2891

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

View Archives - Comment on this page... - Back to Index of Symbols