CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 1.2898 1.2910 0.0012 0.1% 1.3083
High 1.2898 1.2910 0.0012 0.1% 1.3083
Low 1.2898 1.2905 0.0007 0.1% 1.2951
Close 1.2898 1.2905 0.0007 0.1% 1.2951
Range 0.0000 0.0005 0.0005 0.0132
ATR 0.0041 0.0039 -0.0002 -5.1% 0.0000
Volume 3 0 -3 -100.0% 1
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2922 1.2918 1.2908
R3 1.2917 1.2913 1.2906
R2 1.2912 1.2912 1.2906
R1 1.2908 1.2908 1.2905 1.2908
PP 1.2907 1.2907 1.2907 1.2906
S1 1.2903 1.2903 1.2905 1.2903
S2 1.2902 1.2902 1.2904
S3 1.2897 1.2898 1.2904
S4 1.2892 1.2893 1.2902
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3391 1.3303 1.3024
R3 1.3259 1.3171 1.2987
R2 1.3127 1.3127 1.2975
R1 1.3039 1.3039 1.2963 1.3017
PP 1.2995 1.2995 1.2995 1.2984
S1 1.2907 1.2907 1.2939 1.2885
S2 1.2863 1.2863 1.2927
S3 1.2731 1.2775 1.2915
S4 1.2599 1.2643 1.2878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3072 1.2898 0.0174 1.3% 0.0001 0.0% 4% False False
10 1.3083 1.2898 0.0185 1.4% 0.0001 0.0% 4% False False
20 1.3083 1.2851 0.0232 1.8% 0.0004 0.0% 23% False False 1
40 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 23% False False 1
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 23% False False 2
80 1.3257 1.2800 0.0457 3.5% 0.0004 0.0% 23% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2931
2.618 1.2923
1.618 1.2918
1.000 1.2915
0.618 1.2913
HIGH 1.2910
0.618 1.2908
0.500 1.2908
0.382 1.2907
LOW 1.2905
0.618 1.2902
1.000 1.2900
1.618 1.2897
2.618 1.2892
4.250 1.2884
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 1.2908 1.2925
PP 1.2907 1.2918
S1 1.2906 1.2912

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

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