CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 1.2620 1.2520 -0.0100 -0.8% 1.2946
High 1.2620 1.2520 -0.0100 -0.8% 1.2946
Low 1.2590 1.2520 -0.0070 -0.6% 1.2644
Close 1.2602 1.2520 -0.0082 -0.7% 1.2644
Range 0.0030 0.0000 -0.0030 -100.0% 0.0302
ATR 0.0051 0.0054 0.0002 4.2% 0.0000
Volume 2 5 3 150.0% 8
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.2520 1.2520 1.2520
R3 1.2520 1.2520 1.2520
R2 1.2520 1.2520 1.2520
R1 1.2520 1.2520 1.2520 1.2520
PP 1.2520 1.2520 1.2520 1.2520
S1 1.2520 1.2520 1.2520 1.2520
S2 1.2520 1.2520 1.2520
S3 1.2520 1.2520 1.2520
S4 1.2520 1.2520 1.2520
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3651 1.3449 1.2810
R3 1.3349 1.3147 1.2727
R2 1.3047 1.3047 1.2699
R1 1.2845 1.2845 1.2672 1.2795
PP 1.2745 1.2745 1.2745 1.2720
S1 1.2543 1.2543 1.2616 1.2493
S2 1.2443 1.2443 1.2589
S3 1.2141 1.2241 1.2561
S4 1.1839 1.1939 1.2478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2844 1.2520 0.0324 2.6% 0.0015 0.1% 0% False True 2
10 1.3040 1.2520 0.0520 4.2% 0.0011 0.1% 0% False True 2
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2520
2.618 1.2520
1.618 1.2520
1.000 1.2520
0.618 1.2520
HIGH 1.2520
0.618 1.2520
0.500 1.2520
0.382 1.2520
LOW 1.2520
0.618 1.2520
1.000 1.2520
1.618 1.2520
2.618 1.2520
4.250 1.2520
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 1.2520 1.2582
PP 1.2520 1.2561
S1 1.2520 1.2541

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

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