CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 1.3029 1.2985 -0.0044 -0.3% 1.3035
High 1.3040 1.2988 -0.0052 -0.4% 1.3160
Low 1.2959 1.2868 -0.0091 -0.7% 1.3030
Close 1.2988 1.2881 -0.0107 -0.8% 1.3064
Range 0.0081 0.0120 0.0039 48.1% 0.0130
ATR 0.0075 0.0078 0.0003 4.2% 0.0000
Volume 74,962 87,604 12,642 16.9% 338,921
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3272 1.3197 1.2947
R3 1.3152 1.3077 1.2914
R2 1.3032 1.3032 1.2903
R1 1.2957 1.2957 1.2892 1.2935
PP 1.2912 1.2912 1.2912 1.2901
S1 1.2837 1.2837 1.2870 1.2815
S2 1.2792 1.2792 1.2859
S3 1.2672 1.2717 1.2848
S4 1.2552 1.2597 1.2815
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3475 1.3399 1.3136
R3 1.3345 1.3269 1.3100
R2 1.3215 1.3215 1.3088
R1 1.3139 1.3139 1.3076 1.3177
PP 1.3085 1.3085 1.3085 1.3104
S1 1.3009 1.3009 1.3052 1.3047
S2 1.2955 1.2955 1.3040
S3 1.2825 1.2879 1.3028
S4 1.2695 1.2749 1.2993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3138 1.2868 0.0270 2.1% 0.0086 0.7% 5% False True 75,766
10 1.3160 1.2868 0.0292 2.3% 0.0081 0.6% 4% False True 74,338
20 1.3160 1.2779 0.0381 3.0% 0.0081 0.6% 27% False False 76,107
40 1.3160 1.2699 0.0461 3.6% 0.0074 0.6% 39% False False 60,433
60 1.3160 1.2699 0.0461 3.6% 0.0073 0.6% 39% False False 41,605
80 1.3279 1.2609 0.0670 5.2% 0.0079 0.6% 41% False False 31,247
100 1.3279 1.2609 0.0670 5.2% 0.0075 0.6% 41% False False 25,009
120 1.3279 1.2609 0.0670 5.2% 0.0063 0.5% 41% False False 20,842
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 0.0007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3498
2.618 1.3302
1.618 1.3182
1.000 1.3108
0.618 1.3062
HIGH 1.2988
0.618 1.2942
0.500 1.2928
0.382 1.2914
LOW 1.2868
0.618 1.2794
1.000 1.2748
1.618 1.2674
2.618 1.2554
4.250 1.2358
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 1.2928 1.2971
PP 1.2912 1.2941
S1 1.2897 1.2911

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

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