CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 1.3030 1.3013 -0.0017 -0.1% 1.3027
High 1.3054 1.3075 0.0021 0.2% 1.3054
Low 1.2987 1.3004 0.0017 0.1% 1.2987
Close 1.3004 1.3025 0.0021 0.2% 1.3004
Range 0.0067 0.0071 0.0004 6.0% 0.0067
ATR 0.0066 0.0066 0.0000 0.6% 0.0000
Volume 60,076 84,704 24,628 41.0% 230,058
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3248 1.3207 1.3064
R3 1.3177 1.3136 1.3045
R2 1.3106 1.3106 1.3038
R1 1.3065 1.3065 1.3032 1.3086
PP 1.3035 1.3035 1.3035 1.3045
S1 1.2994 1.2994 1.3018 1.3015
S2 1.2964 1.2964 1.3012
S3 1.2893 1.2923 1.3005
S4 1.2822 1.2852 1.2986
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 1.3075 1.2987 0.0088 0.7% 0.0050 0.4% 43% True False 56,686
10 1.3075 1.2943 0.0132 1.0% 0.0056 0.4% 62% True False 53,835
20 1.3075 1.2699 0.0376 2.9% 0.0068 0.5% 87% True False 49,176
40 1.3101 1.2699 0.0402 3.1% 0.0068 0.5% 81% False False 29,221
60 1.3279 1.2609 0.0670 5.1% 0.0079 0.6% 62% False False 19,542
80 1.3279 1.2609 0.0670 5.1% 0.0075 0.6% 62% False False 14,670
100 1.3279 1.2609 0.0670 5.1% 0.0062 0.5% 62% False False 11,739
120 1.3279 1.2609 0.0670 5.1% 0.0053 0.4% 62% False False 9,782
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 0.0016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3377
2.618 1.3261
1.618 1.3190
1.000 1.3146
0.618 1.3119
HIGH 1.3075
0.618 1.3048
0.500 1.3040
0.382 1.3031
LOW 1.3004
0.618 1.2960
1.000 1.2933
1.618 1.2889
2.618 1.2818
4.250 1.2702
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 1.3040 1.3031
PP 1.3035 1.3029
S1 1.3030 1.3027

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

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