CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 1.2115 1.2069 -0.0046 -0.4% 1.2030
High 1.2115 1.2073 -0.0042 -0.3% 1.2163
Low 1.2115 1.2069 -0.0046 -0.4% 1.1980
Close 1.2115 1.2073 -0.0042 -0.3% 1.2163
Range 0.0000 0.0004 0.0004 0.0183
ATR 0.0062 0.0061 -0.0001 -1.9% 0.0000
Volume 2 2 0 0.0% 16
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2084 1.2082 1.2075
R3 1.2080 1.2078 1.2074
R2 1.2076 1.2076 1.2074
R1 1.2074 1.2074 1.2073 1.2075
PP 1.2072 1.2072 1.2072 1.2072
S1 1.2070 1.2070 1.2073 1.2071
S2 1.2068 1.2068 1.2072
S3 1.2064 1.2066 1.2072
S4 1.2060 1.2062 1.2071
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 1.2021 0.0142 1.2% 0.0001 0.0% 37% False False 2
10 1.2163 1.1980 0.0183 1.5% 0.0005 0.0% 51% False False 7
20 1.2431 1.1980 0.0451 3.7% 0.0007 0.1% 21% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2090
2.618 1.2083
1.618 1.2079
1.000 1.2077
0.618 1.2075
HIGH 1.2073
0.618 1.2071
0.500 1.2071
0.382 1.2071
LOW 1.2069
0.618 1.2067
1.000 1.2065
1.618 1.2063
2.618 1.2059
4.250 1.2052
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 1.2072 1.2116
PP 1.2072 1.2102
S1 1.2071 1.2087

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

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