CME Japanese Yen Future March 2012

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	1.2760	1.2678	-0.0082	-0.6%	1.2883
High	1.2762	1.2694	-0.0068	-0.5%	1.2930
Low	1.2666	1.2562	-0.0104	-0.8%	1.2562
Close	1.2675	1.2589	-0.0086	-0.7%	1.2589
Range	0.0096	0.0132	0.0036	37.5%	0.0368
ATR	0.0085	0.0088	0.0003	4.0%	0.0000
Volume	78,474	82,177	3,703	4.7%	411,600

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3011	1.2932	1.2662
R3	1.2879	1.2800	1.2625
R2	1.2747	1.2747	1.2613
R1	1.2668	1.2668	1.2601	1.2642
PP	1.2615	1.2615	1.2615	1.2602
S1	1.2536	1.2536	1.2577	1.2510
S2	1.2483	1.2483	1.2565
S3	1.2351	1.2404	1.2553
S4	1.2219	1.2272	1.2516

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3798	1.3561	1.2791
R3	1.3430	1.3193	1.2690
R2	1.3062	1.3062	1.2656
R1	1.2825	1.2825	1.2623	1.2760
PP	1.2694	1.2694	1.2694	1.2661
S1	1.2457	1.2457	1.2555	1.2392
S2	1.2326	1.2326	1.2522
S3	1.1958	1.2089	1.2488
S4	1.1590	1.1721	1.2387

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2930	1.2562	0.0368	2.9%	0.0113	0.9%	7%	False	True	82,320
10	1.3077	1.2562	0.0515	4.1%	0.0095	0.8%	5%	False	True	77,377
20	1.3160	1.2562	0.0598	4.8%	0.0091	0.7%	5%	False	True	79,673
40	1.3160	1.2562	0.0598	4.8%	0.0077	0.6%	5%	False	True	66,247
60	1.3160	1.2562	0.0598	4.8%	0.0077	0.6%	5%	False	True	49,606
80	1.3279	1.2562	0.0717	5.7%	0.0081	0.6%	4%	False	True	37,246
100	1.3279	1.2562	0.0717	5.7%	0.0078	0.6%	4%	False	True	29,811
120	1.3279	1.2562	0.0717	5.7%	0.0068	0.5%	4%	False	True	24,848

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3255
2.618	1.3040
1.618	1.2908
1.000	1.2826
0.618	1.2776
HIGH	1.2694
0.618	1.2644
0.500	1.2628
0.382	1.2612
LOW	1.2562
0.618	1.2480
1.000	1.2430
1.618	1.2348
2.618	1.2216
4.250	1.2001

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	1.2628	1.2678
PP	1.2615	1.2648
S1	1.2602	1.2619

Download as Excel Spreadsheet

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

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