CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 1.2268 1.2381 0.0113 0.9% 1.2260
High 1.2410 1.2411 0.0001 0.0% 1.2499
Low 1.2258 1.2312 0.0054 0.4% 1.2214
Close 1.2384 1.2314 -0.0070 -0.6% 1.2225
Range 0.0152 0.0099 -0.0053 -34.9% 0.0285
ATR 0.0113 0.0112 -0.0001 -0.9% 0.0000
Volume 102,560 85,878 -16,682 -16.3% 498,352
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2643 1.2577 1.2368
R3 1.2544 1.2478 1.2341
R2 1.2445 1.2445 1.2332
R1 1.2379 1.2379 1.2323 1.2363
PP 1.2346 1.2346 1.2346 1.2337
S1 1.2280 1.2280 1.2305 1.2264
S2 1.2247 1.2247 1.2296
S3 1.2148 1.2181 1.2287
S4 1.2049 1.2082 1.2260
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 1.2411 1.2214 0.0197 1.6% 0.0113 0.9% 51% True False 88,463
10 1.2526 1.2214 0.0312 2.5% 0.0135 1.1% 32% False False 93,613
20 1.3040 1.2214 0.0826 6.7% 0.0118 1.0% 12% False False 88,937
40 1.3160 1.2214 0.0946 7.7% 0.0096 0.8% 11% False False 80,669
60 1.3160 1.2214 0.0946 7.7% 0.0087 0.7% 11% False False 67,741
80 1.3160 1.2214 0.0946 7.7% 0.0083 0.7% 11% False False 51,409
100 1.3279 1.2214 0.1065 8.6% 0.0086 0.7% 9% False False 41,161
120 1.3279 1.2214 0.1065 8.6% 0.0081 0.7% 9% False False 34,309
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2832
2.618 1.2670
1.618 1.2571
1.000 1.2510
0.618 1.2472
HIGH 1.2411
0.618 1.2373
0.500 1.2362
0.382 1.2350
LOW 1.2312
0.618 1.2251
1.000 1.2213
1.618 1.2152
2.618 1.2053
4.250 1.1891
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 1.2362 1.2314
PP 1.2346 1.2314
S1 1.2330 1.2314

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

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