CME Japanese Yen Future June 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 1.2272 1.2396 0.0124 1.0% 1.2276
High 1.2420 1.2420 0.0000 0.0% 1.2512
Low 1.2269 1.2325 0.0056 0.5% 1.2226
Close 1.2395 1.2326 -0.0069 -0.6% 1.2236
Range 0.0151 0.0095 -0.0056 -37.1% 0.0286
ATR 0.0103 0.0103 -0.0001 -0.6% 0.0000
Volume 4,948 7,758 2,810 56.8% 6,101
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2642 1.2579 1.2378
R3 1.2547 1.2484 1.2352
R2 1.2452 1.2452 1.2343
R1 1.2389 1.2389 1.2335 1.2373
PP 1.2357 1.2357 1.2357 1.2349
S1 1.2294 1.2294 1.2317 1.2278
S2 1.2262 1.2262 1.2309
S3 1.2167 1.2199 1.2300
S4 1.2072 1.2104 1.2274
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 1.2420 1.2226 0.0194 1.6% 0.0106 0.9% 52% True False 4,175
10 1.2531 1.2226 0.0305 2.5% 0.0129 1.0% 33% False False 2,471
20 1.3043 1.2226 0.0817 6.6% 0.0106 0.9% 12% False False 1,433
40 1.3174 1.2226 0.0948 7.7% 0.0083 0.7% 11% False False 761
60 1.3174 1.2226 0.0948 7.7% 0.0063 0.5% 11% False False 517
80 1.3174 1.2226 0.0948 7.7% 0.0048 0.4% 11% False False 388
100 1.3257 1.2226 0.1031 8.4% 0.0040 0.3% 10% False False 311
120 1.3257 1.2226 0.1031 8.4% 0.0034 0.3% 10% False False 260
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2824
2.618 1.2669
1.618 1.2574
1.000 1.2515
0.618 1.2479
HIGH 1.2420
0.618 1.2384
0.500 1.2373
0.382 1.2361
LOW 1.2325
0.618 1.2266
1.000 1.2230
1.618 1.2171
2.618 1.2076
4.250 1.1921
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 1.2373 1.2325
PP 1.2357 1.2324
S1 1.2342 1.2324

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

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