CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 1.1952 1.1818 -0.0134 -1.1% 1.2280
High 1.1952 1.1818 -0.0134 -1.1% 1.2280
Low 1.1952 1.1818 -0.0134 -1.1% 1.1858
Close 1.1923 1.1818 -0.0105 -0.9% 1.1924
Range
ATR 0.0078 0.0080 0.0002 2.5% 0.0000
Volume 41 16 -25 -61.0% 64
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1818 1.1818 1.1818
R3 1.1818 1.1818 1.1818
R2 1.1818 1.1818 1.1818
R1 1.1818 1.1818 1.1818 1.1818
PP 1.1818 1.1818 1.1818 1.1818
S1 1.1818 1.1818 1.1818 1.1818
S2 1.1818 1.1818 1.1818
S3 1.1818 1.1818 1.1818
S4 1.1818 1.1818 1.1818
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.3287 1.3027 1.2156
R3 1.2865 1.2605 1.2040
R2 1.2443 1.2443 1.2001
R1 1.2183 1.2183 1.1963 1.2102
PP 1.2021 1.2021 1.2021 1.1980
S1 1.1761 1.1761 1.1885 1.1680
S2 1.1599 1.1599 1.1847
S3 1.1177 1.1339 1.1808
S4 1.0755 1.0917 1.1692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2102 1.1818 0.0284 2.4% 0.0028 0.2% 0% False True 17
10 1.2408 1.1818 0.0590 5.0% 0.0014 0.1% 0% False True 18
20 1.2708 1.1818 0.0890 7.5% 0.0055 0.5% 0% False True 18
40 1.2708 1.1818 0.0890 7.5% 0.0029 0.2% 0% False True 10
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 1.1818
2.618 1.1818
1.618 1.1818
1.000 1.1818
0.618 1.1818
HIGH 1.1818
0.618 1.1818
0.500 1.1818
0.382 1.1818
LOW 1.1818
0.618 1.1818
1.000 1.1818
1.618 1.1818
2.618 1.1818
4.250 1.1818
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 1.1818 1.1909
PP 1.1818 1.1879
S1 1.1818 1.1848

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

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