CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 1.3021 1.3030 0.0009 0.1% 1.3027
High 1.3053 1.3054 0.0001 0.0% 1.3054
Low 1.3000 1.2987 -0.0013 -0.1% 1.2987
Close 1.3037 1.3004 -0.0033 -0.3% 1.3004
Range 0.0053 0.0067 0.0014 26.4% 0.0067
ATR 0.0065 0.0066 0.0000 0.2% 0.0000
Volume 50,214 60,076 9,862 19.6% 230,058
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3216 1.3177 1.3041
R3 1.3149 1.3110 1.3022
R2 1.3082 1.3082 1.3016
R1 1.3043 1.3043 1.3010 1.3029
PP 1.3015 1.3015 1.3015 1.3008
S1 1.2976 1.2976 1.2998 1.2962
S2 1.2948 1.2948 1.2992
S3 1.2881 1.2909 1.2986
S4 1.2814 1.2842 1.2967
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3216 1.3177 1.3041
R3 1.3149 1.3110 1.3022
R2 1.3082 1.3082 1.3016
R1 1.3043 1.3043 1.3010 1.3029
PP 1.3015 1.3015 1.3015 1.3008
S1 1.2976 1.2976 1.2998 1.2962
S2 1.2948 1.2948 1.2992
S3 1.2881 1.2909 1.2986
S4 1.2814 1.2842 1.2967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3054 1.2987 0.0067 0.5% 0.0044 0.3% 25% True True 46,011
10 1.3070 1.2881 0.0189 1.5% 0.0063 0.5% 65% False False 52,434
20 1.3070 1.2699 0.0371 2.9% 0.0068 0.5% 82% False False 46,912
40 1.3101 1.2699 0.0402 3.1% 0.0068 0.5% 76% False False 27,110
60 1.3279 1.2609 0.0670 5.2% 0.0078 0.6% 59% False False 18,130
80 1.3279 1.2609 0.0670 5.2% 0.0075 0.6% 59% False False 13,613
100 1.3279 1.2609 0.0670 5.2% 0.0061 0.5% 59% False False 10,892
120 1.3279 1.2609 0.0670 5.2% 0.0053 0.4% 59% False False 9,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3339
2.618 1.3229
1.618 1.3162
1.000 1.3121
0.618 1.3095
HIGH 1.3054
0.618 1.3028
0.500 1.3021
0.382 1.3013
LOW 1.2987
0.618 1.2946
1.000 1.2920
1.618 1.2879
2.618 1.2812
4.250 1.2702
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 1.3021 1.3021
PP 1.3015 1.3015
S1 1.3010 1.3010

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

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