CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 1.2323 1.2263 -0.0060 -0.5% 1.2218
High 1.2333 1.2276 -0.0057 -0.5% 1.2411
Low 1.2236 1.2100 -0.0136 -1.1% 1.2100
Close 1.2252 1.2115 -0.0137 -1.1% 1.2115
Range 0.0097 0.0176 0.0079 81.4% 0.0311
ATR 0.0111 0.0115 0.0005 4.2% 0.0000
Volume 103,651 139,033 35,382 34.1% 509,612
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2692 1.2579 1.2212
R3 1.2516 1.2403 1.2163
R2 1.2340 1.2340 1.2147
R1 1.2227 1.2227 1.2131 1.2196
PP 1.2164 1.2164 1.2164 1.2148
S1 1.2051 1.2051 1.2099 1.2020
S2 1.1988 1.1988 1.2083
S3 1.1812 1.1875 1.2067
S4 1.1636 1.1699 1.2018
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3142 1.2939 1.2286
R3 1.2831 1.2628 1.2201
R2 1.2520 1.2520 1.2172
R1 1.2317 1.2317 1.2144 1.2263
PP 1.2209 1.2209 1.2209 1.2182
S1 1.2006 1.2006 1.2086 1.1952
S2 1.1898 1.1898 1.2058
S3 1.1587 1.1695 1.2029
S4 1.1276 1.1384 1.1944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2411 1.2100 0.0311 2.6% 0.0126 1.0% 5% False True 101,922
10 1.2499 1.2100 0.0399 3.3% 0.0135 1.1% 4% False True 100,796
20 1.2930 1.2100 0.0830 6.9% 0.0122 1.0% 2% False True 92,943
40 1.3160 1.2100 0.1060 8.7% 0.0101 0.8% 1% False True 84,525
60 1.3160 1.2100 0.1060 8.7% 0.0090 0.7% 1% False True 71,270
80 1.3160 1.2100 0.1060 8.7% 0.0085 0.7% 1% False True 54,440
100 1.3279 1.2100 0.1179 9.7% 0.0088 0.7% 1% False True 43,586
120 1.3279 1.2100 0.1179 9.7% 0.0083 0.7% 1% False True 36,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3024
2.618 1.2737
1.618 1.2561
1.000 1.2452
0.618 1.2385
HIGH 1.2276
0.618 1.2209
0.500 1.2188
0.382 1.2167
LOW 1.2100
0.618 1.1991
1.000 1.1924
1.618 1.1815
2.618 1.1639
4.250 1.1352
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 1.2188 1.2256
PP 1.2164 1.2209
S1 1.2139 1.2162

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

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