CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1.1958 1.2021 0.0063 0.5% 1.2198
High 1.2017 1.2164 0.0147 1.2% 1.2205
Low 1.1927 1.2021 0.0094 0.8% 1.1915
Close 1.2003 1.2132 0.0129 1.1% 1.2018
Range 0.0090 0.0143 0.0053 58.9% 0.0290
ATR 0.0082 0.0087 0.0006 6.9% 0.0000
Volume 12 25 13 108.3% 131
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2535 1.2476 1.2211
R3 1.2392 1.2333 1.2171
R2 1.2249 1.2249 1.2158
R1 1.2190 1.2190 1.2145 1.2220
PP 1.2106 1.2106 1.2106 1.2120
S1 1.2047 1.2047 1.2119 1.2077
S2 1.1963 1.1963 1.2106
S3 1.1820 1.1904 1.2093
S4 1.1677 1.1761 1.2053
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 1.2164 1.1927 0.0237 2.0% 0.0079 0.7% 86% True False 15
10 1.2205 1.1915 0.0290 2.4% 0.0058 0.5% 75% False False 19
20 1.2525 1.1915 0.0610 5.0% 0.0049 0.4% 36% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2772
2.618 1.2538
1.618 1.2395
1.000 1.2307
0.618 1.2252
HIGH 1.2164
0.618 1.2109
0.500 1.2093
0.382 1.2076
LOW 1.2021
0.618 1.1933
1.000 1.1878
1.618 1.1790
2.618 1.1647
4.250 1.1413
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 1.2119 1.2103
PP 1.2106 1.2074
S1 1.2093 1.2046

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

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