CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 1.2064 1.1946 -0.0118 -1.0% 1.2218
High 1.2067 1.2023 -0.0044 -0.4% 1.2411
Low 1.1929 1.1879 -0.0050 -0.4% 1.2100
Close 1.1947 1.1992 0.0045 0.4% 1.2115
Range 0.0138 0.0144 0.0006 4.3% 0.0311
ATR 0.0117 0.0119 0.0002 1.6% 0.0000
Volume 113,793 108,003 -5,790 -5.1% 509,612
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2397 1.2338 1.2071
R3 1.2253 1.2194 1.2032
R2 1.2109 1.2109 1.2018
R1 1.2050 1.2050 1.2005 1.2080
PP 1.1965 1.1965 1.1965 1.1979
S1 1.1906 1.1906 1.1979 1.1936
S2 1.1821 1.1821 1.1966
S3 1.1677 1.1762 1.1952
S4 1.1533 1.1618 1.1913
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 1.2276 1.1879 0.0397 3.3% 0.0137 1.1% 28% False True 115,122
10 1.2411 1.1879 0.0532 4.4% 0.0126 1.1% 21% False True 103,164
20 1.2762 1.1879 0.0883 7.4% 0.0128 1.1% 13% False True 98,769
40 1.3160 1.1879 0.1281 10.7% 0.0108 0.9% 9% False True 89,081
60 1.3160 1.1879 0.1281 10.7% 0.0094 0.8% 9% False True 75,890
80 1.3160 1.1879 0.1281 10.7% 0.0088 0.7% 9% False True 59,891
100 1.3279 1.1879 0.1400 11.7% 0.0090 0.8% 8% False True 47,950
120 1.3279 1.1879 0.1400 11.7% 0.0085 0.7% 8% False True 39,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2635
2.618 1.2400
1.618 1.2256
1.000 1.2167
0.618 1.2112
HIGH 1.2023
0.618 1.1968
0.500 1.1951
0.382 1.1934
LOW 1.1879
0.618 1.1790
1.000 1.1735
1.618 1.1646
2.618 1.1502
4.250 1.1267
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1.1978 1.2040
PP 1.1965 1.2024
S1 1.1951 1.2008

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

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