CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.2154 1.2198 0.0044 0.4% 1.2310
High 1.2159 1.2205 0.0046 0.4% 1.2416
Low 1.2135 1.2178 0.0043 0.4% 1.2135
Close 1.2136 1.2178 0.0042 0.3% 1.2136
Range 0.0024 0.0027 0.0003 12.5% 0.0281
ATR 0.0083 0.0082 -0.0001 -1.2% 0.0000
Volume 2 9 7 350.0% 13
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2268 1.2250 1.2193
R3 1.2241 1.2223 1.2185
R2 1.2214 1.2214 1.2183
R1 1.2196 1.2196 1.2180 1.2192
PP 1.2187 1.2187 1.2187 1.2185
S1 1.2169 1.2169 1.2176 1.2165
S2 1.2160 1.2160 1.2173
S3 1.2133 1.2142 1.2171
S4 1.2106 1.2115 1.2163
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3072 1.2885 1.2291
R3 1.2791 1.2604 1.2213
R2 1.2510 1.2510 1.2188
R1 1.2323 1.2323 1.2162 1.2276
PP 1.2229 1.2229 1.2229 1.2206
S1 1.2042 1.2042 1.2110 1.1995
S2 1.1948 1.1948 1.2084
S3 1.1667 1.1761 1.2059
S4 1.1386 1.1480 1.1981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2416 1.2135 0.0281 2.3% 0.0031 0.3% 15% False False 4
10 1.2525 1.2135 0.0390 3.2% 0.0045 0.4% 11% False False 6
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2320
2.618 1.2276
1.618 1.2249
1.000 1.2232
0.618 1.2222
HIGH 1.2205
0.618 1.2195
0.500 1.2192
0.382 1.2188
LOW 1.2178
0.618 1.2161
1.000 1.2151
1.618 1.2134
2.618 1.2107
4.250 1.2063
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.2192 1.2206
PP 1.2187 1.2197
S1 1.2183 1.2187

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

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