CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1.2230 1.2256 0.0026 0.2% 1.2037
High 1.2230 1.2256 0.0026 0.2% 1.2230
Low 1.2230 1.2256 0.0026 0.2% 1.2037
Close 1.2263 1.2256 -0.0007 -0.1% 1.2263
Range
ATR 0.0035 0.0033 -0.0002 -5.7% 0.0000
Volume 1 2 1 100.0% 13
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2256 1.2256 1.2256
R3 1.2256 1.2256 1.2256
R2 1.2256 1.2256 1.2256
R1 1.2256 1.2256 1.2256 1.2256
PP 1.2256 1.2256 1.2256 1.2256
S1 1.2256 1.2256 1.2256 1.2256
S2 1.2256 1.2256 1.2256
S3 1.2256 1.2256 1.2256
S4 1.2256 1.2256 1.2256
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2756 1.2702 1.2369
R3 1.2563 1.2509 1.2316
R2 1.2370 1.2370 1.2298
R1 1.2316 1.2316 1.2281 1.2343
PP 1.2177 1.2177 1.2177 1.2190
S1 1.2123 1.2123 1.2245 1.2150
S2 1.1984 1.1984 1.2228
S3 1.1791 1.1930 1.2210
S4 1.1598 1.1737 1.2157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2256 1.2037 0.0219 1.8% 0.0016 0.1% 100% True False 3
10 1.2256 1.1931 0.0325 2.7% 0.0012 0.1% 100% True False 4
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 1.2256
2.618 1.2256
1.618 1.2256
1.000 1.2256
0.618 1.2256
HIGH 1.2256
0.618 1.2256
0.500 1.2256
0.382 1.2256
LOW 1.2256
0.618 1.2256
1.000 1.2256
1.618 1.2256
2.618 1.2256
4.250 1.2256
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.2256 1.2241
PP 1.2256 1.2226
S1 1.2256 1.2211

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

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