CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 1.2501 1.2360 -0.0141 -1.1% 1.2579
High 1.2501 1.2360 -0.0141 -1.1% 1.2579
Low 1.2347 1.2360 0.0013 0.1% 1.2382
Close 1.2347 1.2360 0.0013 0.1% 1.2382
Range 0.0154 0.0000 -0.0154 -100.0% 0.0197
ATR
Volume 31 6 -25 -80.6% 32
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2360 1.2360 1.2360
R3 1.2360 1.2360 1.2360
R2 1.2360 1.2360 1.2360
R1 1.2360 1.2360 1.2360 1.2360
PP 1.2360 1.2360 1.2360 1.2360
S1 1.2360 1.2360 1.2360 1.2360
S2 1.2360 1.2360 1.2360
S3 1.2360 1.2360 1.2360
S4 1.2360 1.2360 1.2360
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3039 1.2907 1.2490
R3 1.2842 1.2710 1.2436
R2 1.2645 1.2645 1.2418
R1 1.2513 1.2513 1.2400 1.2481
PP 1.2448 1.2448 1.2448 1.2431
S1 1.2316 1.2316 1.2364 1.2284
S2 1.2251 1.2251 1.2346
S3 1.2054 1.2119 1.2328
S4 1.1857 1.1922 1.2274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2525 1.2347 0.0178 1.4% 0.0047 0.4% 7% False False 8
10 1.2709 1.2347 0.0362 2.9% 0.0031 0.3% 4% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2360
2.618 1.2360
1.618 1.2360
1.000 1.2360
0.618 1.2360
HIGH 1.2360
0.618 1.2360
0.500 1.2360
0.382 1.2360
LOW 1.2360
0.618 1.2360
1.000 1.2360
1.618 1.2360
2.618 1.2360
4.250 1.2360
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 1.2360 1.2436
PP 1.2360 1.2411
S1 1.2360 1.2385

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

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