CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 1.2515 1.2484 -0.0031 -0.2% 1.2496
High 1.2515 1.2484 -0.0031 -0.2% 1.2527
Low 1.2515 1.2484 -0.0031 -0.2% 1.2387
Close 1.2515 1.2484 -0.0031 -0.2% 1.2527
Range
ATR 0.0041 0.0040 -0.0001 -1.7% 0.0000
Volume 37 37 0 0.0% 185
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2484 1.2484 1.2484
R3 1.2484 1.2484 1.2484
R2 1.2484 1.2484 1.2484
R1 1.2484 1.2484 1.2484 1.2484
PP 1.2484 1.2484 1.2484 1.2484
S1 1.2484 1.2484 1.2484 1.2484
S2 1.2484 1.2484 1.2484
S3 1.2484 1.2484 1.2484
S4 1.2484 1.2484 1.2484
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2900 1.2854 1.2604
R3 1.2760 1.2714 1.2566
R2 1.2620 1.2620 1.2553
R1 1.2574 1.2574 1.2540 1.2597
PP 1.2480 1.2480 1.2480 1.2492
S1 1.2434 1.2434 1.2514 1.2457
S2 1.2340 1.2340 1.2501
S3 1.2200 1.2294 1.2489
S4 1.2060 1.2154 1.2450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2527 1.2433 0.0094 0.8% 0.0000 0.0% 54% False False 37
10 1.2527 1.2387 0.0140 1.1% 0.0000 0.0% 69% False False 33
20 1.2539 1.2201 0.0338 2.7% 0.0000 0.0% 84% False False 17
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 1.2484
2.618 1.2484
1.618 1.2484
1.000 1.2484
0.618 1.2484
HIGH 1.2484
0.618 1.2484
0.500 1.2484
0.382 1.2484
LOW 1.2484
0.618 1.2484
1.000 1.2484
1.618 1.2484
2.618 1.2484
4.250 1.2484
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 1.2484 1.2500
PP 1.2484 1.2494
S1 1.2484 1.2489

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

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