CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 1.1989 1.2033 0.0044 0.4% 1.2326
High 1.1989 1.2033 0.0044 0.4% 1.2431
Low 1.1989 1.2033 0.0044 0.4% 1.2155
Close 1.1989 1.2033 0.0044 0.4% 1.2155
Range
ATR 0.0076 0.0074 -0.0002 -3.0% 0.0000
Volume 19 19 0 0.0% 5
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2033 1.2033 1.2033
R3 1.2033 1.2033 1.2033
R2 1.2033 1.2033 1.2033
R1 1.2033 1.2033 1.2033 1.2033
PP 1.2033 1.2033 1.2033 1.2033
S1 1.2033 1.2033 1.2033 1.2033
S2 1.2033 1.2033 1.2033
S3 1.2033 1.2033 1.2033
S4 1.2033 1.2033 1.2033
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3075 1.2891 1.2307
R3 1.2799 1.2615 1.2231
R2 1.2523 1.2523 1.2206
R1 1.2339 1.2339 1.2180 1.2293
PP 1.2247 1.2247 1.2247 1.2224
S1 1.2063 1.2063 1.2130 1.2017
S2 1.1971 1.1971 1.2104
S3 1.1695 1.1787 1.2079
S4 1.1419 1.1511 1.2003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2226 1.1989 0.0237 2.0% 0.0007 0.1% 19% False False 11
10 1.2431 1.1989 0.0442 3.7% 0.0009 0.1% 10% False False 6
20 1.2732 1.1989 0.0743 6.2% 0.0007 0.1% 6% False False 4
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 1.2033
2.618 1.2033
1.618 1.2033
1.000 1.2033
0.618 1.2033
HIGH 1.2033
0.618 1.2033
0.500 1.2033
0.382 1.2033
LOW 1.2033
0.618 1.2033
1.000 1.2033
1.618 1.2033
2.618 1.2033
4.250 1.2033
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1.2033 1.2049
PP 1.2033 1.2044
S1 1.2033 1.2038

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

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