CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 1.2521 1.2486 -0.0035 -0.3% 1.2289
High 1.2549 1.2486 -0.0063 -0.5% 1.2480
Low 1.2521 1.2486 -0.0035 -0.3% 1.2289
Close 1.2526 1.2465 -0.0061 -0.5% 1.2475
Range 0.0028 0.0000 -0.0028 -100.0% 0.0191
ATR 0.0056 0.0055 -0.0001 -2.0% 0.0000
Volume 3 43 40 1,333.3% 98
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2479 1.2472 1.2465
R3 1.2479 1.2472 1.2465
R2 1.2479 1.2479 1.2465
R1 1.2472 1.2472 1.2465 1.2476
PP 1.2479 1.2479 1.2479 1.2481
S1 1.2472 1.2472 1.2465 1.2476
S2 1.2479 1.2479 1.2465
S3 1.2479 1.2472 1.2465
S4 1.2479 1.2472 1.2465
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2988 1.2922 1.2580
R3 1.2797 1.2731 1.2528
R2 1.2606 1.2606 1.2510
R1 1.2540 1.2540 1.2493 1.2573
PP 1.2415 1.2415 1.2415 1.2431
S1 1.2349 1.2349 1.2457 1.2382
S2 1.2224 1.2224 1.2440
S3 1.2033 1.2158 1.2422
S4 1.1842 1.1967 1.2370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2549 1.2480 0.0069 0.6% 0.0006 0.0% -22% False False 19
10 1.2549 1.2289 0.0260 2.1% 0.0012 0.1% 68% False False 15
20 1.2549 1.2187 0.0362 2.9% 0.0015 0.1% 77% False False 12
40 1.2549 1.1920 0.0629 5.0% 0.0029 0.2% 87% False False 16
60 1.2708 1.1732 0.0976 7.8% 0.0030 0.2% 75% False False 17
80 1.2708 1.1732 0.0976 7.8% 0.0029 0.2% 75% False False 13
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2486
2.618 1.2486
1.618 1.2486
1.000 1.2486
0.618 1.2486
HIGH 1.2486
0.618 1.2486
0.500 1.2486
0.382 1.2486
LOW 1.2486
0.618 1.2486
1.000 1.2486
1.618 1.2486
2.618 1.2486
4.250 1.2486
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 1.2486 1.2518
PP 1.2479 1.2500
S1 1.2472 1.2483

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

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