CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.2033 1.2007 -0.0026 -0.2% 1.2191
High 1.2033 1.2035 0.0002 0.0% 1.2226
Low 1.2033 1.2005 -0.0028 -0.2% 1.1989
Close 1.2033 1.2035 0.0002 0.0% 1.2035
Range 0.0000 0.0030 0.0030 0.0237
ATR 0.0074 0.0071 -0.0003 -4.2% 0.0000
Volume 19 19 0 0.0% 77
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2115 1.2105 1.2052
R3 1.2085 1.2075 1.2043
R2 1.2055 1.2055 1.2041
R1 1.2045 1.2045 1.2038 1.2050
PP 1.2025 1.2025 1.2025 1.2028
S1 1.2015 1.2015 1.2032 1.2020
S2 1.1995 1.1995 1.2030
S3 1.1965 1.1985 1.2027
S4 1.1935 1.1955 1.2019
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2794 1.2652 1.2165
R3 1.2557 1.2415 1.2100
R2 1.2320 1.2320 1.2078
R1 1.2178 1.2178 1.2057 1.2131
PP 1.2083 1.2083 1.2083 1.2060
S1 1.1941 1.1941 1.2013 1.1894
S2 1.1846 1.1846 1.1992
S3 1.1609 1.1704 1.1970
S4 1.1372 1.1467 1.1905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2226 1.1989 0.0237 2.0% 0.0013 0.1% 19% False False 15
10 1.2431 1.1989 0.0442 3.7% 0.0007 0.1% 10% False False 8
20 1.2644 1.1989 0.0655 5.4% 0.0008 0.1% 7% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2163
2.618 1.2114
1.618 1.2084
1.000 1.2065
0.618 1.2054
HIGH 1.2035
0.618 1.2024
0.500 1.2020
0.382 1.2016
LOW 1.2005
0.618 1.1986
1.000 1.1975
1.618 1.1956
2.618 1.1926
4.250 1.1878
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 1.2030 1.2027
PP 1.2025 1.2020
S1 1.2020 1.2012

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

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