CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 1.2318 1.2330 0.0012 0.1% 1.2276
High 1.2375 1.2330 -0.0045 -0.4% 1.2512
Low 1.2302 1.2226 -0.0076 -0.6% 1.2226
Close 1.2346 1.2236 -0.0110 -0.9% 1.2236
Range 0.0073 0.0104 0.0031 42.5% 0.0286
ATR 0.0097 0.0099 0.0002 1.7% 0.0000
Volume 2,377 1,141 -1,236 -52.0% 6,101
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2576 1.2510 1.2293
R3 1.2472 1.2406 1.2265
R2 1.2368 1.2368 1.2255
R1 1.2302 1.2302 1.2246 1.2283
PP 1.2264 1.2264 1.2264 1.2255
S1 1.2198 1.2198 1.2226 1.2179
S2 1.2160 1.2160 1.2217
S3 1.2056 1.2094 1.2207
S4 1.1952 1.1990 1.2179
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3183 1.2995 1.2393
R3 1.2897 1.2709 1.2315
R2 1.2611 1.2611 1.2288
R1 1.2423 1.2423 1.2262 1.2374
PP 1.2325 1.2325 1.2325 1.2300
S1 1.2137 1.2137 1.2210 1.2088
S2 1.2039 1.2039 1.2184
S3 1.1753 1.1851 1.2157
S4 1.1467 1.1565 1.2079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2512 1.2226 0.0286 2.3% 0.0136 1.1% 3% False True 1,220
10 1.2673 1.2226 0.0447 3.7% 0.0118 1.0% 2% False True 853
20 1.3142 1.2226 0.0916 7.5% 0.0097 0.8% 1% False True 578
40 1.3174 1.2226 0.0948 7.7% 0.0076 0.6% 1% False True 329
60 1.3174 1.2226 0.0948 7.7% 0.0057 0.5% 1% False True 228
80 1.3174 1.2226 0.0948 7.7% 0.0043 0.4% 1% False True 171
100 1.3257 1.2226 0.1031 8.4% 0.0036 0.3% 1% False True 137
120 1.3257 1.2226 0.1031 8.4% 0.0031 0.3% 1% False True 115
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2772
2.618 1.2602
1.618 1.2498
1.000 1.2434
0.618 1.2394
HIGH 1.2330
0.618 1.2290
0.500 1.2278
0.382 1.2266
LOW 1.2226
0.618 1.2162
1.000 1.2122
1.618 1.2058
2.618 1.1954
4.250 1.1784
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 1.2278 1.2350
PP 1.2264 1.2312
S1 1.2250 1.2274

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

View Archives - Comment on this page... - Back to Index of Symbols