CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 1.2198 1.2090 -0.0108 -0.9% 1.2310
High 1.2205 1.2090 -0.0115 -0.9% 1.2416
Low 1.2178 1.2090 -0.0088 -0.7% 1.2135
Close 1.2178 1.2090 -0.0088 -0.7% 1.2136
Range 0.0027 0.0000 -0.0027 -100.0% 0.0281
ATR 0.0082 0.0082 0.0000 0.5% 0.0000
Volume 9 13 4 44.4% 13
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2090 1.2090 1.2090
R3 1.2090 1.2090 1.2090
R2 1.2090 1.2090 1.2090
R1 1.2090 1.2090 1.2090 1.2090
PP 1.2090 1.2090 1.2090 1.2090
S1 1.2090 1.2090 1.2090 1.2090
S2 1.2090 1.2090 1.2090
S3 1.2090 1.2090 1.2090
S4 1.2090 1.2090 1.2090
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 1.2390 1.2090 0.0300 2.5% 0.0020 0.2% 0% False True 5
10 1.2501 1.2090 0.0411 3.4% 0.0037 0.3% 0% False True 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2090
2.618 1.2090
1.618 1.2090
1.000 1.2090
0.618 1.2090
HIGH 1.2090
0.618 1.2090
0.500 1.2090
0.382 1.2090
LOW 1.2090
0.618 1.2090
1.000 1.2090
1.618 1.2090
2.618 1.2090
4.250 1.2090
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1.2090 1.2148
PP 1.2090 1.2128
S1 1.2090 1.2109

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

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