CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 1.2907 1.2906 -0.0001 0.0% 1.2840
High 1.3013 1.2935 -0.0078 -0.6% 1.3013
Low 1.2882 1.2888 0.0006 0.0% 1.2838
Close 1.2905 1.2931 0.0026 0.2% 1.2931
Range 0.0131 0.0047 -0.0084 -64.1% 0.0175
ATR 0.0077 0.0075 -0.0002 -2.8% 0.0000
Volume 12,621 11,083 -1,538 -12.2% 34,007
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3059 1.3042 1.2957
R3 1.3012 1.2995 1.2944
R2 1.2965 1.2965 1.2940
R1 1.2948 1.2948 1.2935 1.2957
PP 1.2918 1.2918 1.2918 1.2922
S1 1.2901 1.2901 1.2927 1.2910
S2 1.2871 1.2871 1.2922
S3 1.2824 1.2854 1.2918
S4 1.2777 1.2807 1.2905
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3452 1.3367 1.3027
R3 1.3277 1.3192 1.2979
R2 1.3102 1.3102 1.2963
R1 1.3017 1.3017 1.2947 1.3060
PP 1.2927 1.2927 1.2927 1.2949
S1 1.2842 1.2842 1.2915 1.2885
S2 1.2752 1.2752 1.2899
S3 1.2577 1.2667 1.2883
S4 1.2402 1.2492 1.2835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3013 1.2838 0.0175 1.4% 0.0060 0.5% 53% False False 6,801
10 1.3013 1.2812 0.0201 1.6% 0.0075 0.6% 59% False False 5,782
20 1.3101 1.2812 0.0289 2.2% 0.0071 0.6% 41% False False 2,958
40 1.3279 1.2609 0.0670 5.2% 0.0084 0.6% 48% False False 1,565
60 1.3279 1.2609 0.0670 5.2% 0.0075 0.6% 48% False False 1,061
80 1.3279 1.2609 0.0670 5.2% 0.0057 0.4% 48% False False 797
100 1.3279 1.2609 0.0670 5.2% 0.0048 0.4% 48% False False 638
120 1.3279 1.2338 0.0941 7.3% 0.0040 0.3% 63% False False 534
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3135
2.618 1.3058
1.618 1.3011
1.000 1.2982
0.618 1.2964
HIGH 1.2935
0.618 1.2917
0.500 1.2912
0.382 1.2906
LOW 1.2888
0.618 1.2859
1.000 1.2841
1.618 1.2812
2.618 1.2765
4.250 1.2688
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 1.2925 1.2948
PP 1.2918 1.2942
S1 1.2912 1.2937

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

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