CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 1.1995 1.2021 0.0026 0.2% 1.2191
High 1.1995 1.2021 0.0026 0.2% 1.2226
Low 1.1980 1.2021 0.0041 0.3% 1.1989
Close 1.1989 1.2021 0.0032 0.3% 1.2035
Range 0.0015 0.0000 -0.0015 -100.0% 0.0237
ATR 0.0065 0.0063 -0.0002 -3.6% 0.0000
Volume 5 2 -3 -60.0% 77
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2021 1.2021 1.2021
R3 1.2021 1.2021 1.2021
R2 1.2021 1.2021 1.2021
R1 1.2021 1.2021 1.2021 1.2021
PP 1.2021 1.2021 1.2021 1.2021
S1 1.2021 1.2021 1.2021 1.2021
S2 1.2021 1.2021 1.2021
S3 1.2021 1.2021 1.2021
S4 1.2021 1.2021 1.2021
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 1.2035 1.1980 0.0055 0.5% 0.0009 0.1% 75% False False 10
10 1.2296 1.1980 0.0316 2.6% 0.0008 0.1% 13% False False 9
20 1.2544 1.1980 0.0564 4.7% 0.0007 0.1% 7% False False 5
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 1.2021
2.618 1.2021
1.618 1.2021
1.000 1.2021
0.618 1.2021
HIGH 1.2021
0.618 1.2021
0.500 1.2021
0.382 1.2021
LOW 1.2021
0.618 1.2021
1.000 1.2021
1.618 1.2021
2.618 1.2021
4.250 1.2021
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 1.2021 1.2016
PP 1.2021 1.2010
S1 1.2021 1.2005

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

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