CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 1.3117 1.3082 -0.0035 -0.3% 1.3112
High 1.3117 1.3082 -0.0035 -0.3% 1.3117
Low 1.3117 1.3082 -0.0035 -0.3% 1.3067
Close 1.3117 1.3082 -0.0035 -0.3% 1.3082
Range
ATR 0.0046 0.0045 -0.0001 -1.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3082 1.3082 1.3082
R3 1.3082 1.3082 1.3082
R2 1.3082 1.3082 1.3082
R1 1.3082 1.3082 1.3082 1.3082
PP 1.3082 1.3082 1.3082 1.3082
S1 1.3082 1.3082 1.3082 1.3082
S2 1.3082 1.3082 1.3082
S3 1.3082 1.3082 1.3082
S4 1.3082 1.3082 1.3082
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3239 1.3210 1.3110
R3 1.3189 1.3160 1.3096
R2 1.3139 1.3139 1.3091
R1 1.3110 1.3110 1.3087 1.3100
PP 1.3089 1.3089 1.3089 1.3083
S1 1.3060 1.3060 1.3077 1.3050
S2 1.3039 1.3039 1.3073
S3 1.2989 1.3010 1.3068
S4 1.2939 1.2960 1.3055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3117 1.3067 0.0050 0.4% 0.0000 0.0% 30% False False 2
10 1.3144 1.3067 0.0077 0.6% 0.0005 0.0% 19% False False 1
20 1.3148 1.2992 0.0156 1.2% 0.0006 0.0% 58% False False 3
40 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 67% False False 2
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 1.3082
2.618 1.3082
1.618 1.3082
1.000 1.3082
0.618 1.3082
HIGH 1.3082
0.618 1.3082
0.500 1.3082
0.382 1.3082
LOW 1.3082
0.618 1.3082
1.000 1.3082
1.618 1.3082
2.618 1.3082
4.250 1.3082
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 1.3082 1.3100
PP 1.3082 1.3094
S1 1.3082 1.3088

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

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