CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 1.2873 1.2915 0.0042 0.3% 1.2997
High 1.2945 1.3054 0.0109 0.8% 1.3054
Low 1.2856 1.2910 0.0054 0.4% 1.2779
Close 1.2912 1.3044 0.0132 1.0% 1.3044
Range 0.0089 0.0144 0.0055 61.8% 0.0275
ATR 0.0075 0.0080 0.0005 6.5% 0.0000
Volume 75,359 111,396 36,037 47.8% 480,768
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3435 1.3383 1.3123
R3 1.3291 1.3239 1.3084
R2 1.3147 1.3147 1.3070
R1 1.3095 1.3095 1.3057 1.3121
PP 1.3003 1.3003 1.3003 1.3016
S1 1.2951 1.2951 1.3031 1.2977
S2 1.2859 1.2859 1.3018
S3 1.2715 1.2807 1.3004
S4 1.2571 1.2663 1.2965
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3784 1.3689 1.3195
R3 1.3509 1.3414 1.3120
R2 1.3234 1.3234 1.3094
R1 1.3139 1.3139 1.3069 1.3187
PP 1.2959 1.2959 1.2959 1.2983
S1 1.2864 1.2864 1.3019 1.2912
S2 1.2684 1.2684 1.2994
S3 1.2409 1.2589 1.2968
S4 1.2134 1.2314 1.2893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3054 1.2779 0.0275 2.1% 0.0108 0.8% 96% True False 96,153
10 1.3075 1.2779 0.0296 2.3% 0.0089 0.7% 90% False False 83,994
20 1.3075 1.2779 0.0296 2.3% 0.0076 0.6% 90% False False 67,226
40 1.3075 1.2699 0.0376 2.9% 0.0072 0.6% 92% False False 46,553
60 1.3101 1.2694 0.0407 3.1% 0.0070 0.5% 86% False False 31,109
80 1.3279 1.2609 0.0670 5.1% 0.0076 0.6% 65% False False 23,353
100 1.3279 1.2609 0.0670 5.1% 0.0069 0.5% 65% False False 18,690
120 1.3279 1.2609 0.0670 5.1% 0.0059 0.5% 65% False False 15,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3666
2.618 1.3431
1.618 1.3287
1.000 1.3198
0.618 1.3143
HIGH 1.3054
0.618 1.2999
0.500 1.2982
0.382 1.2965
LOW 1.2910
0.618 1.2821
1.000 1.2766
1.618 1.2677
2.618 1.2533
4.250 1.2298
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 1.3023 1.3002
PP 1.3003 1.2959
S1 1.2982 1.2917

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

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