CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1.2075 1.2072 -0.0003 0.0% 1.2002
High 1.2106 1.2111 0.0005 0.0% 1.2205
Low 1.2015 1.2053 0.0038 0.3% 1.1927
Close 1.2058 1.2101 0.0043 0.4% 1.2145
Range 0.0091 0.0058 -0.0033 -36.3% 0.0278
ATR 0.0088 0.0085 -0.0002 -2.4% 0.0000
Volume 48 134 86 179.2% 166
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2262 1.2240 1.2133
R3 1.2204 1.2182 1.2117
R2 1.2146 1.2146 1.2112
R1 1.2124 1.2124 1.2106 1.2135
PP 1.2088 1.2088 1.2088 1.2094
S1 1.2066 1.2066 1.2096 1.2077
S2 1.2030 1.2030 1.2090
S3 1.1972 1.2008 1.2085
S4 1.1914 1.1950 1.2069
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2926 1.2814 1.2298
R3 1.2648 1.2536 1.2221
R2 1.2370 1.2370 1.2196
R1 1.2258 1.2258 1.2170 1.2314
PP 1.2092 1.2092 1.2092 1.2121
S1 1.1980 1.1980 1.2120 1.2036
S2 1.1814 1.1814 1.2094
S3 1.1536 1.1702 1.2069
S4 1.1258 1.1424 1.1992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2205 1.2015 0.0190 1.6% 0.0088 0.7% 45% False False 69
10 1.2205 1.1915 0.0290 2.4% 0.0082 0.7% 64% False False 47
20 1.2416 1.1915 0.0501 4.1% 0.0052 0.4% 37% False False 26
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2358
2.618 1.2263
1.618 1.2205
1.000 1.2169
0.618 1.2147
HIGH 1.2111
0.618 1.2089
0.500 1.2082
0.382 1.2075
LOW 1.2053
0.618 1.2017
1.000 1.1995
1.618 1.1959
2.618 1.1901
4.250 1.1807
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 1.2095 1.2090
PP 1.2088 1.2079
S1 1.2082 1.2068

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

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