CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 1.2007 1.2030 0.0023 0.2% 1.2191
High 1.2035 1.2030 -0.0005 0.0% 1.2226
Low 1.2005 1.2030 0.0025 0.2% 1.1989
Close 1.2035 1.2030 -0.0005 0.0% 1.2035
Range 0.0030 0.0000 -0.0030 -100.0% 0.0237
ATR 0.0071 0.0066 -0.0005 -6.6% 0.0000
Volume 19 5 -14 -73.7% 77
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2030 1.2030 1.2030
R3 1.2030 1.2030 1.2030
R2 1.2030 1.2030 1.2030
R1 1.2030 1.2030 1.2030 1.2030
PP 1.2030 1.2030 1.2030 1.2030
S1 1.2030 1.2030 1.2030 1.2030
S2 1.2030 1.2030 1.2030
S3 1.2030 1.2030 1.2030
S4 1.2030 1.2030 1.2030
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 1.2109 1.1989 0.0120 1.0% 0.0006 0.0% 34% False False 16
10 1.2431 1.1989 0.0442 3.7% 0.0007 0.1% 9% False False 8
20 1.2620 1.1989 0.0631 5.2% 0.0008 0.1% 6% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2030
2.618 1.2030
1.618 1.2030
1.000 1.2030
0.618 1.2030
HIGH 1.2030
0.618 1.2030
0.500 1.2030
0.382 1.2030
LOW 1.2030
0.618 1.2030
1.000 1.2030
1.618 1.2030
2.618 1.2030
4.250 1.2030
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 1.2030 1.2027
PP 1.2030 1.2023
S1 1.2030 1.2020

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

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