CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 1.2544 1.2544 0.0000 0.0% 1.2883
High 1.2603 1.2545 -0.0058 -0.5% 1.2930
Low 1.2519 1.2439 -0.0080 -0.6% 1.2562
Close 1.2550 1.2468 -0.0082 -0.7% 1.2589
Range 0.0084 0.0106 0.0022 26.2% 0.0368
ATR 0.0088 0.0089 0.0002 1.9% 0.0000
Volume 106,614 92,729 -13,885 -13.0% 411,600
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.2802 1.2741 1.2526
R3 1.2696 1.2635 1.2497
R2 1.2590 1.2590 1.2487
R1 1.2529 1.2529 1.2478 1.2507
PP 1.2484 1.2484 1.2484 1.2473
S1 1.2423 1.2423 1.2458 1.2401
S2 1.2378 1.2378 1.2449
S3 1.2272 1.2317 1.2439
S4 1.2166 1.2211 1.2410
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 1.2794 1.2439 0.0355 2.8% 0.0099 0.8% 8% False True 89,634
10 1.3040 1.2439 0.0601 4.8% 0.0101 0.8% 5% False True 84,261
20 1.3160 1.2439 0.0721 5.8% 0.0091 0.7% 4% False True 81,495
40 1.3160 1.2439 0.0721 5.8% 0.0079 0.6% 4% False True 68,966
60 1.3160 1.2439 0.0721 5.8% 0.0078 0.6% 4% False True 52,924
80 1.3279 1.2439 0.0840 6.7% 0.0081 0.7% 3% False True 39,735
100 1.3279 1.2439 0.0840 6.7% 0.0078 0.6% 3% False True 31,804
120 1.3279 1.2439 0.0840 6.7% 0.0070 0.6% 3% False True 26,509
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2996
2.618 1.2823
1.618 1.2717
1.000 1.2651
0.618 1.2611
HIGH 1.2545
0.618 1.2505
0.500 1.2492
0.382 1.2479
LOW 1.2439
0.618 1.2373
1.000 1.2333
1.618 1.2267
2.618 1.2161
4.250 1.1989
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 1.2492 1.2567
PP 1.2484 1.2534
S1 1.2476 1.2501

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

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