CME Japanese Yen Future June 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 1.2075 1.1957 -0.0118 -1.0% 1.2229
High 1.2076 1.2032 -0.0044 -0.4% 1.2420
Low 1.1939 1.1889 -0.0050 -0.4% 1.2112
Close 1.1957 1.2002 0.0045 0.4% 1.2126
Range 0.0137 0.0143 0.0006 4.4% 0.0308
ATR 0.0111 0.0113 0.0002 2.1% 0.0000
Volume 52,200 60,884 8,684 16.6% 53,723
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2403 1.2346 1.2081
R3 1.2260 1.2203 1.2041
R2 1.2117 1.2117 1.2028
R1 1.2060 1.2060 1.2015 1.2089
PP 1.1974 1.1974 1.1974 1.1989
S1 1.1917 1.1917 1.1989 1.1946
S2 1.1831 1.1831 1.1976
S3 1.1688 1.1774 1.1963
S4 1.1545 1.1631 1.1923
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3143 1.2943 1.2295
R3 1.2835 1.2635 1.2211
R2 1.2527 1.2527 1.2182
R1 1.2327 1.2327 1.2154 1.2273
PP 1.2219 1.2219 1.2219 1.2193
S1 1.2019 1.2019 1.2098 1.1965
S2 1.1911 1.1911 1.2070
S3 1.1603 1.1711 1.2041
S4 1.1295 1.1403 1.1957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2287 1.1889 0.0398 3.3% 0.0137 1.1% 28% False True 40,364
10 1.2420 1.1889 0.0531 4.4% 0.0124 1.0% 21% False True 23,526
20 1.2776 1.1889 0.0887 7.4% 0.0121 1.0% 13% False True 12,143
40 1.3174 1.1889 0.1285 10.7% 0.0097 0.8% 9% False True 6,176
60 1.3174 1.1889 0.1285 10.7% 0.0075 0.6% 9% False True 4,126
80 1.3174 1.1889 0.1285 10.7% 0.0057 0.5% 9% False True 3,098
100 1.3257 1.1889 0.1368 11.4% 0.0048 0.4% 8% False True 2,479
120 1.3257 1.1889 0.1368 11.4% 0.0040 0.3% 8% False True 2,066
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2640
2.618 1.2406
1.618 1.2263
1.000 1.2175
0.618 1.2120
HIGH 1.2032
0.618 1.1977
0.500 1.1961
0.382 1.1944
LOW 1.1889
0.618 1.1801
1.000 1.1746
1.618 1.1658
2.618 1.1515
4.250 1.1281
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1.1988 1.2051
PP 1.1974 1.2035
S1 1.1961 1.2018

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

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