CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 1.2868 1.2886 0.0018 0.1% 1.2909
High 1.2912 1.2886 -0.0026 -0.2% 1.2919
Low 1.2855 1.2699 -0.0156 -1.2% 1.2824
Close 1.2870 1.2848 -0.0022 -0.2% 1.2870
Range 0.0057 0.0187 0.0130 228.1% 0.0095
ATR 0.0071 0.0079 0.0008 11.8% 0.0000
Volume 52,701 43,745 -8,956 -17.0% 179,241
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3372 1.3297 1.2951
R3 1.3185 1.3110 1.2899
R2 1.2998 1.2998 1.2882
R1 1.2923 1.2923 1.2865 1.2867
PP 1.2811 1.2811 1.2811 1.2783
S1 1.2736 1.2736 1.2831 1.2680
S2 1.2624 1.2624 1.2814
S3 1.2437 1.2549 1.2797
S4 1.2250 1.2362 1.2745
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3156 1.3108 1.2922
R3 1.3061 1.3013 1.2896
R2 1.2966 1.2966 1.2887
R1 1.2918 1.2918 1.2879 1.2895
PP 1.2871 1.2871 1.2871 1.2859
S1 1.2823 1.2823 1.2861 1.2800
S2 1.2776 1.2776 1.2853
S3 1.2681 1.2728 1.2844
S4 1.2586 1.2633 1.2818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2912 1.2699 0.0213 1.7% 0.0083 0.6% 70% False True 40,623
10 1.3013 1.2699 0.0314 2.4% 0.0072 0.6% 47% False True 25,317
20 1.3060 1.2699 0.0361 2.8% 0.0076 0.6% 41% False True 14,077
40 1.3279 1.2609 0.0670 5.2% 0.0084 0.7% 36% False False 7,132
60 1.3279 1.2609 0.0670 5.2% 0.0078 0.6% 36% False False 4,770
80 1.3279 1.2609 0.0670 5.2% 0.0063 0.5% 36% False False 3,585
100 1.3279 1.2609 0.0670 5.2% 0.0053 0.4% 36% False False 2,868
120 1.3279 1.2338 0.0941 7.3% 0.0044 0.3% 54% False False 2,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.3681
2.618 1.3376
1.618 1.3189
1.000 1.3073
0.618 1.3002
HIGH 1.2886
0.618 1.2815
0.500 1.2793
0.382 1.2770
LOW 1.2699
0.618 1.2583
1.000 1.2512
1.618 1.2396
2.618 1.2209
4.250 1.1904
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 1.2830 1.2834
PP 1.2811 1.2820
S1 1.2793 1.2806

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

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