CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 1.3035 1.3103 0.0068 0.5% 1.2997
High 1.3129 1.3140 0.0011 0.1% 1.3054
Low 1.3030 1.3092 0.0062 0.5% 1.2779
Close 1.3114 1.3134 0.0020 0.2% 1.3044
Range 0.0099 0.0048 -0.0051 -51.5% 0.0275
ATR 0.0082 0.0079 -0.0002 -2.9% 0.0000
Volume 75,605 67,994 -7,611 -10.1% 480,768
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3266 1.3248 1.3160
R3 1.3218 1.3200 1.3147
R2 1.3170 1.3170 1.3143
R1 1.3152 1.3152 1.3138 1.3161
PP 1.3122 1.3122 1.3122 1.3127
S1 1.3104 1.3104 1.3130 1.3113
S2 1.3074 1.3074 1.3125
S3 1.3026 1.3056 1.3121
S4 1.2978 1.3008 1.3108
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 1.3140 1.2779 0.0361 2.7% 0.0100 0.8% 98% True False 92,294
10 1.3140 1.2779 0.0361 2.7% 0.0090 0.7% 98% True False 83,876
20 1.3140 1.2779 0.0361 2.7% 0.0073 0.6% 98% True False 68,856
40 1.3140 1.2699 0.0441 3.4% 0.0071 0.5% 99% True False 49,757
60 1.3140 1.2699 0.0441 3.4% 0.0069 0.5% 99% True False 33,475
80 1.3279 1.2609 0.0670 5.1% 0.0077 0.6% 78% False False 25,145
100 1.3279 1.2609 0.0670 5.1% 0.0070 0.5% 78% False False 20,126
120 1.3279 1.2609 0.0670 5.1% 0.0060 0.5% 78% False False 16,772
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3344
2.618 1.3266
1.618 1.3218
1.000 1.3188
0.618 1.3170
HIGH 1.3140
0.618 1.3122
0.500 1.3116
0.382 1.3110
LOW 1.3092
0.618 1.3062
1.000 1.3044
1.618 1.3014
2.618 1.2966
4.250 1.2888
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 1.3128 1.3098
PP 1.3122 1.3061
S1 1.3116 1.3025

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

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