CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.2310 1.2360 0.0050 0.4% 1.2460
High 1.2330 1.2416 0.0086 0.7% 1.2525
Low 1.2306 1.2360 0.0054 0.4% 1.2250
Close 1.2306 1.2410 0.0104 0.8% 1.2250
Range 0.0024 0.0056 0.0032 133.3% 0.0275
ATR 0.0000 0.0080 0.0080 0.0000
Volume 2 4 2 100.0% 46
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2563 1.2543 1.2441
R3 1.2507 1.2487 1.2425
R2 1.2451 1.2451 1.2420
R1 1.2431 1.2431 1.2415 1.2441
PP 1.2395 1.2395 1.2395 1.2401
S1 1.2375 1.2375 1.2405 1.2385
S2 1.2339 1.2339 1.2400
S3 1.2283 1.2319 1.2395
S4 1.2227 1.2263 1.2379
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3167 1.2983 1.2401
R3 1.2892 1.2708 1.2326
R2 1.2617 1.2617 1.2300
R1 1.2433 1.2433 1.2275 1.2388
PP 1.2342 1.2342 1.2342 1.2319
S1 1.2158 1.2158 1.2225 1.2113
S2 1.2067 1.2067 1.2200
S3 1.1792 1.1883 1.2174
S4 1.1517 1.1608 1.2099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2501 1.2250 0.0251 2.0% 0.0054 0.4% 64% False False 9
10 1.2534 1.2250 0.0284 2.3% 0.0040 0.3% 56% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2654
2.618 1.2563
1.618 1.2507
1.000 1.2472
0.618 1.2451
HIGH 1.2416
0.618 1.2395
0.500 1.2388
0.382 1.2381
LOW 1.2360
0.618 1.2325
1.000 1.2304
1.618 1.2269
2.618 1.2213
4.250 1.2122
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 1.2403 1.2384
PP 1.2395 1.2359
S1 1.2388 1.2333

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

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