CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 1.2381 1.2323 -0.0058 -0.5% 1.2260
High 1.2411 1.2333 -0.0078 -0.6% 1.2499
Low 1.2312 1.2236 -0.0076 -0.6% 1.2214
Close 1.2314 1.2252 -0.0062 -0.5% 1.2225
Range 0.0099 0.0097 -0.0002 -2.0% 0.0285
ATR 0.0112 0.0111 -0.0001 -0.9% 0.0000
Volume 85,878 103,651 17,773 20.7% 498,352
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2565 1.2505 1.2305
R3 1.2468 1.2408 1.2279
R2 1.2371 1.2371 1.2270
R1 1.2311 1.2311 1.2261 1.2293
PP 1.2274 1.2274 1.2274 1.2264
S1 1.2214 1.2214 1.2243 1.2196
S2 1.2177 1.2177 1.2234
S3 1.2080 1.2117 1.2225
S4 1.1983 1.2020 1.2199
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% 0.0115 0.9% 19% False False 91,206
10 1.2512 1.2214 0.0298 2.4% 0.0137 1.1% 13% False False 96,404
20 1.2988 1.2214 0.0774 6.3% 0.0119 1.0% 5% False False 90,371
40 1.3160 1.2214 0.0946 7.7% 0.0098 0.8% 4% False False 82,267
60 1.3160 1.2214 0.0946 7.7% 0.0088 0.7% 4% False False 69,284
80 1.3160 1.2214 0.0946 7.7% 0.0084 0.7% 4% False False 52,702
100 1.3279 1.2214 0.1065 8.7% 0.0086 0.7% 4% False False 42,196
120 1.3279 1.2214 0.1065 8.7% 0.0081 0.7% 4% False False 35,172
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 1.2745
2.618 1.2587
1.618 1.2490
1.000 1.2430
0.618 1.2393
HIGH 1.2333
0.618 1.2296
0.500 1.2285
0.382 1.2273
LOW 1.2236
0.618 1.2176
1.000 1.2139
1.618 1.2079
2.618 1.1982
4.250 1.1824
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 1.2285 1.2324
PP 1.2274 1.2300
S1 1.2263 1.2276

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

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