CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 1.3013 1.3022 0.0009 0.1% 1.3027
High 1.3075 1.3055 -0.0020 -0.2% 1.3054
Low 1.3004 1.3016 0.0012 0.1% 1.2987
Close 1.3025 1.3032 0.0007 0.1% 1.3004
Range 0.0071 0.0039 -0.0032 -45.1% 0.0067
ATR 0.0066 0.0064 -0.0002 -2.9% 0.0000
Volume 84,704 59,351 -25,353 -29.9% 230,058
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3151 1.3131 1.3053
R3 1.3112 1.3092 1.3043
R2 1.3073 1.3073 1.3039
R1 1.3053 1.3053 1.3036 1.3063
PP 1.3034 1.3034 1.3034 1.3040
S1 1.3014 1.3014 1.3028 1.3024
S2 1.2995 1.2995 1.3025
S3 1.2956 1.2975 1.3021
S4 1.2917 1.2936 1.3011
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% 0.0053 0.4% 51% False False 60,611
10 1.3075 1.2943 0.0132 1.0% 0.0054 0.4% 67% False False 55,570
20 1.3075 1.2699 0.0376 2.9% 0.0067 0.5% 89% False False 49,509
40 1.3101 1.2699 0.0402 3.1% 0.0069 0.5% 83% False False 30,701
60 1.3279 1.2609 0.0670 5.1% 0.0078 0.6% 63% False False 20,529
80 1.3279 1.2609 0.0670 5.1% 0.0074 0.6% 63% False False 15,410
100 1.3279 1.2609 0.0670 5.1% 0.0062 0.5% 63% False False 12,332
120 1.3279 1.2609 0.0670 5.1% 0.0054 0.4% 63% False False 10,277
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3221
2.618 1.3157
1.618 1.3118
1.000 1.3094
0.618 1.3079
HIGH 1.3055
0.618 1.3040
0.500 1.3036
0.382 1.3031
LOW 1.3016
0.618 1.2992
1.000 1.2977
1.618 1.2953
2.618 1.2914
4.250 1.2850
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 1.3036 1.3032
PP 1.3034 1.3031
S1 1.3033 1.3031

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

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