CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 1.2163 1.2115 -0.0048 -0.4% 1.2030
High 1.2163 1.2115 -0.0048 -0.4% 1.2163
Low 1.2163 1.2115 -0.0048 -0.4% 1.1980
Close 1.2163 1.2115 -0.0048 -0.4% 1.2163
Range
ATR 0.0063 0.0062 -0.0001 -1.7% 0.0000
Volume 2 2 0 0.0% 16
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2115 1.2115 1.2115
R3 1.2115 1.2115 1.2115
R2 1.2115 1.2115 1.2115
R1 1.2115 1.2115 1.2115 1.2115
PP 1.2115 1.2115 1.2115 1.2115
S1 1.2115 1.2115 1.2115 1.2115
S2 1.2115 1.2115 1.2115
S3 1.2115 1.2115 1.2115
S4 1.2115 1.2115 1.2115
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2651 1.2590 1.2264
R3 1.2468 1.2407 1.2213
R2 1.2285 1.2285 1.2197
R1 1.2224 1.2224 1.2180 1.2255
PP 1.2102 1.2102 1.2102 1.2117
S1 1.2041 1.2041 1.2146 1.2072
S2 1.1919 1.1919 1.2129
S3 1.1736 1.1858 1.2113
S4 1.1553 1.1675 1.2062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2163 1.1980 0.0183 1.5% 0.0003 0.0% 74% False False 2
10 1.2163 1.1980 0.0183 1.5% 0.0005 0.0% 74% False False 9
20 1.2465 1.1980 0.0485 4.0% 0.0007 0.1% 28% False False 5
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 1.2115
2.618 1.2115
1.618 1.2115
1.000 1.2115
0.618 1.2115
HIGH 1.2115
0.618 1.2115
0.500 1.2115
0.382 1.2115
LOW 1.2115
0.618 1.2115
1.000 1.2115
1.618 1.2115
2.618 1.2115
4.250 1.2115
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 1.2115 1.2139
PP 1.2115 1.2131
S1 1.2115 1.2123

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

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