CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 1.2236 1.2162 -0.0074 -0.6% 1.2037
High 1.2236 1.2162 -0.0074 -0.6% 1.2230
Low 1.2236 1.2162 -0.0074 -0.6% 1.2037
Close 1.2236 1.2162 -0.0074 -0.6% 1.2263
Range
ATR 0.0035 0.0038 0.0003 8.1% 0.0000
Volume 3 3 0 0.0% 13
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2162 1.2162 1.2162
R3 1.2162 1.2162 1.2162
R2 1.2162 1.2162 1.2162
R1 1.2162 1.2162 1.2162 1.2162
PP 1.2162 1.2162 1.2162 1.2162
S1 1.2162 1.2162 1.2162 1.2162
S2 1.2162 1.2162 1.2162
S3 1.2162 1.2162 1.2162
S4 1.2162 1.2162 1.2162
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 1.2162 0.0094 0.8% 0.0012 0.1% 0% False True 2
10 1.2256 1.2024 0.0232 1.9% 0.0014 0.1% 59% False False 3
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 1.2162
2.618 1.2162
1.618 1.2162
1.000 1.2162
0.618 1.2162
HIGH 1.2162
0.618 1.2162
0.500 1.2162
0.382 1.2162
LOW 1.2162
0.618 1.2162
1.000 1.2162
1.618 1.2162
2.618 1.2162
4.250 1.2162
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 1.2162 1.2199
PP 1.2162 1.2187
S1 1.2162 1.2174

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

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