CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 1.2393 1.2398 0.0005 0.0% 1.2239
High 1.2393 1.2398 0.0005 0.0% 1.2360
Low 1.2393 1.2398 0.0005 0.0% 1.2201
Close 1.2393 1.2398 0.0005 0.0% 1.2407
Range
ATR 0.0039 0.0037 -0.0002 -6.2% 0.0000
Volume 1 1 0 0.0% 10
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2398 1.2398 1.2398
R3 1.2398 1.2398 1.2398
R2 1.2398 1.2398 1.2398
R1 1.2398 1.2398 1.2398 1.2398
PP 1.2398 1.2398 1.2398 1.2398
S1 1.2398 1.2398 1.2398 1.2398
S2 1.2398 1.2398 1.2398
S3 1.2398 1.2398 1.2398
S4 1.2398 1.2398 1.2398
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2800 1.2762 1.2494
R3 1.2641 1.2603 1.2451
R2 1.2482 1.2482 1.2436
R1 1.2444 1.2444 1.2422 1.2463
PP 1.2323 1.2323 1.2323 1.2332
S1 1.2285 1.2285 1.2392 1.2304
S2 1.2164 1.2164 1.2378
S3 1.2005 1.2126 1.2363
S4 1.1846 1.1967 1.2320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2398 1.2201 0.0197 1.6% 0.0000 0.0% 100% True False 1
10 1.2398 1.2201 0.0197 1.6% 0.0000 0.0% 100% True False 1
20 1.2502 1.2201 0.0301 2.4% 0.0000 0.0% 65% False False 1
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 1.2398
2.618 1.2398
1.618 1.2398
1.000 1.2398
0.618 1.2398
HIGH 1.2398
0.618 1.2398
0.500 1.2398
0.382 1.2398
LOW 1.2398
0.618 1.2398
1.000 1.2398
1.618 1.2398
2.618 1.2398
4.250 1.2398
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 1.2398 1.2382
PP 1.2398 1.2367
S1 1.2398 1.2351

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

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