CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 1.2327 1.2218 -0.0109 -0.9% 1.2260
High 1.2334 1.2324 -0.0010 -0.1% 1.2499
Low 1.2214 1.2216 0.0002 0.0% 1.2214
Close 1.2225 1.2279 0.0054 0.4% 1.2225
Range 0.0120 0.0108 -0.0012 -10.0% 0.0285
ATR 0.0110 0.0110 0.0000 -0.1% 0.0000
Volume 85,451 78,490 -6,961 -8.1% 498,352
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2597 1.2546 1.2338
R3 1.2489 1.2438 1.2309
R2 1.2381 1.2381 1.2299
R1 1.2330 1.2330 1.2289 1.2356
PP 1.2273 1.2273 1.2273 1.2286
S1 1.2222 1.2222 1.2269 1.2248
S2 1.2165 1.2165 1.2259
S3 1.2057 1.2114 1.2249
S4 1.1949 1.2006 1.2220
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3168 1.2981 1.2382
R3 1.2883 1.2696 1.2303
R2 1.2598 1.2598 1.2277
R1 1.2411 1.2411 1.2251 1.2362
PP 1.2313 1.2313 1.2313 1.2288
S1 1.2126 1.2126 1.2199 1.2077
S2 1.2028 1.2028 1.2173
S3 1.1743 1.1841 1.2147
S4 1.1458 1.1556 1.2068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2499 1.2214 0.0285 2.3% 0.0119 1.0% 23% False False 93,159
10 1.2603 1.2214 0.0389 3.2% 0.0129 1.0% 17% False False 94,703
20 1.3077 1.2214 0.0863 7.0% 0.0112 0.9% 8% False False 86,040
40 1.3160 1.2214 0.0946 7.7% 0.0092 0.7% 7% False False 78,190
60 1.3160 1.2214 0.0946 7.7% 0.0086 0.7% 7% False False 64,876
80 1.3160 1.2214 0.0946 7.7% 0.0081 0.7% 7% False False 49,055
100 1.3279 1.2214 0.1065 8.7% 0.0086 0.7% 6% False False 39,277
120 1.3279 1.2214 0.1065 8.7% 0.0079 0.6% 6% False False 32,739
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2783
2.618 1.2607
1.618 1.2499
1.000 1.2432
0.618 1.2391
HIGH 1.2324
0.618 1.2283
0.500 1.2270
0.382 1.2257
LOW 1.2216
0.618 1.2149
1.000 1.2108
1.618 1.2041
2.618 1.1933
4.250 1.1757
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1.2276 1.2294
PP 1.2273 1.2289
S1 1.2270 1.2284

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

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