CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 1.3110 1.2997 -0.0113 -0.9% 1.3112
High 1.3110 1.2997 -0.0113 -0.9% 1.3117
Low 1.3110 1.2997 -0.0113 -0.9% 1.3067
Close 1.3110 1.2997 -0.0113 -0.9% 1.3082
Range
ATR 0.0041 0.0046 0.0005 12.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.2997 1.2997 1.2997
R3 1.2997 1.2997 1.2997
R2 1.2997 1.2997 1.2997
R1 1.2997 1.2997 1.2997 1.2997
PP 1.2997 1.2997 1.2997 1.2997
S1 1.2997 1.2997 1.2997 1.2997
S2 1.2997 1.2997 1.2997
S3 1.2997 1.2997 1.2997
S4 1.2997 1.2997 1.2997
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 1.2997 0.0120 0.9% 0.0000 0.0% 0% False True 2
10 1.3144 1.2997 0.0147 1.1% 0.0005 0.0% 0% False True 1
20 1.3148 1.2997 0.0151 1.2% 0.0006 0.0% 0% False True 3
40 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 25% 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 1.2997
2.618 1.2997
1.618 1.2997
1.000 1.2997
0.618 1.2997
HIGH 1.2997
0.618 1.2997
0.500 1.2997
0.382 1.2997
LOW 1.2997
0.618 1.2997
1.000 1.2997
1.618 1.2997
2.618 1.2997
4.250 1.2997
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 1.2997 1.3054
PP 1.2997 1.3035
S1 1.2997 1.3016

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

View Archives - Comment on this page... - Back to Index of Symbols