CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 1.2427 1.2308 -0.0119 -1.0% 1.2544
High 1.2463 1.2373 -0.0090 -0.7% 1.2603
Low 1.2300 1.2287 -0.0013 -0.1% 1.2315
Close 1.2321 1.2334 0.0013 0.1% 1.2351
Range 0.0163 0.0086 -0.0077 -47.2% 0.0288
ATR 0.0111 0.0109 -0.0002 -1.6% 0.0000
Volume 116,575 89,940 -26,635 -22.8% 370,195
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2589 1.2548 1.2381
R3 1.2503 1.2462 1.2358
R2 1.2417 1.2417 1.2350
R1 1.2376 1.2376 1.2342 1.2397
PP 1.2331 1.2331 1.2331 1.2342
S1 1.2290 1.2290 1.2326 1.2311
S2 1.2245 1.2245 1.2318
S3 1.2159 1.2204 1.2310
S4 1.2073 1.2118 1.2287
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3287 1.3107 1.2509
R3 1.2999 1.2819 1.2430
R2 1.2711 1.2711 1.2404
R1 1.2531 1.2531 1.2377 1.2477
PP 1.2423 1.2423 1.2423 1.2396
S1 1.2243 1.2243 1.2325 1.2189
S2 1.2135 1.2135 1.2298
S3 1.1847 1.1955 1.2272
S4 1.1559 1.1667 1.2193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2512 1.2256 0.0256 2.1% 0.0158 1.3% 30% False False 101,603
10 1.2762 1.2256 0.0506 4.1% 0.0129 1.0% 15% False False 94,374
20 1.3156 1.2256 0.0900 7.3% 0.0107 0.9% 9% False False 84,542
40 1.3160 1.2256 0.0904 7.3% 0.0090 0.7% 9% False False 77,182
60 1.3160 1.2256 0.0904 7.3% 0.0083 0.7% 9% False False 62,250
80 1.3160 1.2256 0.0904 7.3% 0.0079 0.6% 9% False False 47,008
100 1.3279 1.2256 0.1023 8.3% 0.0084 0.7% 8% False False 37,638
120 1.3279 1.2256 0.1023 8.3% 0.0077 0.6% 8% False False 31,373
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2739
2.618 1.2598
1.618 1.2512
1.000 1.2459
0.618 1.2426
HIGH 1.2373
0.618 1.2340
0.500 1.2330
0.382 1.2320
LOW 1.2287
0.618 1.2234
1.000 1.2201
1.618 1.2148
2.618 1.2062
4.250 1.1922
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 1.2333 1.2393
PP 1.2331 1.2373
S1 1.2330 1.2354

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

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