CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1.2069 1.2099 0.0030 0.2% 1.2030
High 1.2073 1.2116 0.0043 0.4% 1.2163
Low 1.2069 1.2099 0.0030 0.2% 1.1980
Close 1.2073 1.2116 0.0043 0.4% 1.2163
Range 0.0004 0.0017 0.0013 325.0% 0.0183
ATR 0.0061 0.0060 -0.0001 -2.1% 0.0000
Volume 2 1 -1 -50.0% 16
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2161 1.2156 1.2125
R3 1.2144 1.2139 1.2121
R2 1.2127 1.2127 1.2119
R1 1.2122 1.2122 1.2118 1.2125
PP 1.2110 1.2110 1.2110 1.2112
S1 1.2105 1.2105 1.2114 1.2108
S2 1.2093 1.2093 1.2113
S3 1.2076 1.2088 1.2111
S4 1.2059 1.2071 1.2107
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 1.2069 0.0094 0.8% 0.0004 0.0% 50% False False 1
10 1.2163 1.1980 0.0183 1.5% 0.0007 0.1% 74% False False 5
20 1.2431 1.1980 0.0451 3.7% 0.0008 0.1% 30% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2188
2.618 1.2161
1.618 1.2144
1.000 1.2133
0.618 1.2127
HIGH 1.2116
0.618 1.2110
0.500 1.2108
0.382 1.2105
LOW 1.2099
0.618 1.2088
1.000 1.2082
1.618 1.2071
2.618 1.2054
4.250 1.2027
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 1.2113 1.2108
PP 1.2110 1.2100
S1 1.2108 1.2093

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

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