CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 1.2390 1.2277 -0.0113 -0.9% 1.2460
High 1.2390 1.2277 -0.0113 -0.9% 1.2525
Low 1.2341 1.2277 -0.0064 -0.5% 1.2250
Close 1.2341 1.2277 -0.0064 -0.5% 1.2250
Range 0.0049 0.0000 -0.0049 -100.0% 0.0275
ATR 0.0080 0.0078 -0.0001 -1.4% 0.0000
Volume 3 2 -1 -33.3% 46
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2277 1.2277 1.2277
R3 1.2277 1.2277 1.2277
R2 1.2277 1.2277 1.2277
R1 1.2277 1.2277 1.2277 1.2277
PP 1.2277 1.2277 1.2277 1.2277
S1 1.2277 1.2277 1.2277 1.2277
S2 1.2277 1.2277 1.2277
S3 1.2277 1.2277 1.2277
S4 1.2277 1.2277 1.2277
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 1.2416 1.2250 0.0166 1.4% 0.0033 0.3% 16% False False 3
10 1.2525 1.2250 0.0275 2.2% 0.0040 0.3% 10% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2277
2.618 1.2277
1.618 1.2277
1.000 1.2277
0.618 1.2277
HIGH 1.2277
0.618 1.2277
0.500 1.2277
0.382 1.2277
LOW 1.2277
0.618 1.2277
1.000 1.2277
1.618 1.2277
2.618 1.2277
4.250 1.2277
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 1.2277 1.2347
PP 1.2277 1.2323
S1 1.2277 1.2300

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

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