CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.1950 1.1982 0.0032 0.3% 1.2198
High 1.2037 1.2018 -0.0019 -0.2% 1.2205
Low 1.1915 1.1971 0.0056 0.5% 1.1915
Close 1.2016 1.2018 0.0002 0.0% 1.2018
Range 0.0122 0.0047 -0.0075 -61.5% 0.0290
ATR 0.0088 0.0085 -0.0003 -3.3% 0.0000
Volume 75 21 -54 -72.0% 131
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2143 1.2128 1.2044
R3 1.2096 1.2081 1.2031
R2 1.2049 1.2049 1.2027
R1 1.2034 1.2034 1.2022 1.2042
PP 1.2002 1.2002 1.2002 1.2006
S1 1.1987 1.1987 1.2014 1.1995
S2 1.1955 1.1955 1.2009
S3 1.1908 1.1940 1.2005
S4 1.1861 1.1893 1.1992
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2916 1.2757 1.2178
R3 1.2626 1.2467 1.2098
R2 1.2336 1.2336 1.2071
R1 1.2177 1.2177 1.2045 1.2112
PP 1.2046 1.2046 1.2046 1.2013
S1 1.1887 1.1887 1.1991 1.1822
S2 1.1756 1.1756 1.1965
S3 1.1466 1.1597 1.1938
S4 1.1176 1.1307 1.1859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2205 1.1915 0.0290 2.4% 0.0041 0.3% 36% False False 26
10 1.2416 1.1915 0.0501 4.2% 0.0036 0.3% 21% False False 14
20 1.2622 1.1915 0.0707 5.9% 0.0035 0.3% 15% False False 11
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2218
2.618 1.2141
1.618 1.2094
1.000 1.2065
0.618 1.2047
HIGH 1.2018
0.618 1.2000
0.500 1.1995
0.382 1.1989
LOW 1.1971
0.618 1.1942
1.000 1.1924
1.618 1.1895
2.618 1.1848
4.250 1.1771
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 1.2010 1.2004
PP 1.2002 1.1990
S1 1.1995 1.1976

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

View Archives - Comment on this page... - Back to Index of Symbols