CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.2675 1.2673 -0.0002 0.0% 1.2366
High 1.2675 1.2673 -0.0002 0.0% 1.2391
Low 1.2642 1.2673 0.0031 0.2% 1.2338
Close 1.2697 1.2673 -0.0024 -0.2% 1.2433
Range 0.0033 0.0000 -0.0033 -100.0% 0.0053
ATR 0.0044 0.0043 -0.0001 -3.3% 0.0000
Volume 1 2 1 100.0% 4
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2673 1.2673 1.2673
R3 1.2673 1.2673 1.2673
R2 1.2673 1.2673 1.2673
R1 1.2673 1.2673 1.2673 1.2673
PP 1.2673 1.2673 1.2673 1.2673
S1 1.2673 1.2673 1.2673 1.2673
S2 1.2673 1.2673 1.2673
S3 1.2673 1.2673 1.2673
S4 1.2673 1.2673 1.2673
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2546 1.2543 1.2462
R3 1.2493 1.2490 1.2448
R2 1.2440 1.2440 1.2443
R1 1.2437 1.2437 1.2438 1.2439
PP 1.2387 1.2387 1.2387 1.2388
S1 1.2384 1.2384 1.2428 1.2386
S2 1.2334 1.2334 1.2423
S3 1.2281 1.2331 1.2418
S4 1.2228 1.2278 1.2404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2675 1.2391 0.0284 2.2% 0.0007 0.1% 99% False False 1
10 1.2675 1.2338 0.0337 2.7% 0.0003 0.0% 99% False False 4
20 1.2675 1.2338 0.0337 2.7% 0.0002 0.0% 99% False False 20
40 1.2675 1.2201 0.0474 3.7% 0.0001 0.0% 100% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2673
2.618 1.2673
1.618 1.2673
1.000 1.2673
0.618 1.2673
HIGH 1.2673
0.618 1.2673
0.500 1.2673
0.382 1.2673
LOW 1.2673
0.618 1.2673
1.000 1.2673
1.618 1.2673
2.618 1.2673
4.250 1.2673
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.2673 1.2654
PP 1.2673 1.2635
S1 1.2673 1.2616

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

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