CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 1.2873 1.2848 -0.0025 -0.2% 1.2687
High 1.2873 1.2848 -0.0025 -0.2% 1.2779
Low 1.2873 1.2848 -0.0025 -0.2% 1.2665
Close 1.2873 1.2848 -0.0025 -0.2% 1.2779
Range
ATR 0.0038 0.0037 -0.0001 -2.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2848 1.2848 1.2848
R3 1.2848 1.2848 1.2848
R2 1.2848 1.2848 1.2848
R1 1.2848 1.2848 1.2848 1.2848
PP 1.2848 1.2848 1.2848 1.2848
S1 1.2848 1.2848 1.2848 1.2848
S2 1.2848 1.2848 1.2848
S3 1.2848 1.2848 1.2848
S4 1.2848 1.2848 1.2848
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3083 1.3045 1.2842
R3 1.2969 1.2931 1.2810
R2 1.2855 1.2855 1.2800
R1 1.2817 1.2817 1.2789 1.2836
PP 1.2741 1.2741 1.2741 1.2751
S1 1.2703 1.2703 1.2769 1.2722
S2 1.2627 1.2627 1.2758
S3 1.2513 1.2589 1.2748
S4 1.2399 1.2475 1.2716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2873 1.2776 0.0097 0.8% 0.0000 0.0% 74% False False 2
10 1.2873 1.2665 0.0208 1.6% 0.0000 0.0% 88% False False 2
20 1.2873 1.2338 0.0535 4.2% 0.0002 0.0% 95% False False 5
40 1.2873 1.2338 0.0535 4.2% 0.0001 0.0% 95% False False 14
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 1.2848
2.618 1.2848
1.618 1.2848
1.000 1.2848
0.618 1.2848
HIGH 1.2848
0.618 1.2848
0.500 1.2848
0.382 1.2848
LOW 1.2848
0.618 1.2848
1.000 1.2848
1.618 1.2848
2.618 1.2848
4.250 1.2848
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 1.2848 1.2846
PP 1.2848 1.2844
S1 1.2848 1.2842

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

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