CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 1.2296 1.2155 -0.0141 -1.1% 1.2326
High 1.2296 1.2155 -0.0141 -1.1% 1.2431
Low 1.2296 1.2155 -0.0141 -1.1% 1.2155
Close 1.2296 1.2155 -0.0141 -1.1% 1.2155
Range
ATR 0.0066 0.0072 0.0005 8.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2155 1.2155 1.2155
R3 1.2155 1.2155 1.2155
R2 1.2155 1.2155 1.2155
R1 1.2155 1.2155 1.2155 1.2155
PP 1.2155 1.2155 1.2155 1.2155
S1 1.2155 1.2155 1.2155 1.2155
S2 1.2155 1.2155 1.2155
S3 1.2155 1.2155 1.2155
S4 1.2155 1.2155 1.2155
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3075 1.2891 1.2307
R3 1.2799 1.2615 1.2231
R2 1.2523 1.2523 1.2206
R1 1.2339 1.2339 1.2180 1.2293
PP 1.2247 1.2247 1.2247 1.2224
S1 1.2063 1.2063 1.2130 1.2017
S2 1.1971 1.1971 1.2104
S3 1.1695 1.1787 1.2079
S4 1.1419 1.1511 1.2003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2431 1.2155 0.0276 2.3% 0.0000 0.0% 0% False True 1
10 1.2484 1.2155 0.0329 2.7% 0.0006 0.0% 0% False True 2
20 1.2946 1.2155 0.0791 6.5% 0.0008 0.1% 0% False True 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 1.2155
2.618 1.2155
1.618 1.2155
1.000 1.2155
0.618 1.2155
HIGH 1.2155
0.618 1.2155
0.500 1.2155
0.382 1.2155
LOW 1.2155
0.618 1.2155
1.000 1.2155
1.618 1.2155
2.618 1.2155
4.250 1.2155
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 1.2155 1.2258
PP 1.2155 1.2223
S1 1.2155 1.2189

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

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