CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	1.2406	1.2484	0.0078	0.6%	1.2620
High	1.2406	1.2484	0.0078	0.6%	1.2620
Low	1.2406	1.2484	0.0078	0.6%	1.2406
Close	1.2406	1.2484	0.0078	0.6%	1.2406
Range
ATR	0.0058	0.0059	0.0001	2.5%	0.0000
Volume	3	3	0	0.0%	15

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2484	1.2484	1.2484
R3	1.2484	1.2484	1.2484
R2	1.2484	1.2484	1.2484
R1	1.2484	1.2484	1.2484	1.2484
PP	1.2484	1.2484	1.2484	1.2484
S1	1.2484	1.2484	1.2484	1.2484
S2	1.2484	1.2484	1.2484
S3	1.2484	1.2484	1.2484
S4	1.2484	1.2484	1.2484

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3119	1.2977	1.2524
R3	1.2905	1.2763	1.2465
R2	1.2691	1.2691	1.2445
R1	1.2549	1.2549	1.2426	1.2513
PP	1.2477	1.2477	1.2477	1.2460
S1	1.2335	1.2335	1.2386	1.2299
S2	1.2263	1.2263	1.2367
S3	1.2049	1.2121	1.2347
S4	1.1835	1.1907	1.2288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2620	1.2406	0.0214	1.7%	0.0009	0.1%	36%	False	False	3
10	1.2946	1.2406	0.0540	4.3%	0.0009	0.1%	14%	False	False	2

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	1.2484
2.618	1.2484
1.618	1.2484
1.000	1.2484
0.618	1.2484
HIGH	1.2484
0.618	1.2484
0.500	1.2484
0.382	1.2484
LOW	1.2484
0.618	1.2484
1.000	1.2484
1.618	1.2484
2.618	1.2484
4.250	1.2484

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	1.2484	1.2481
PP	1.2484	1.2478
S1	1.2484	1.2475

Download as Excel Spreadsheet

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

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