CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 1.2173 1.2151 -0.0022 -0.2% 1.2115
High 1.2173 1.2151 -0.0022 -0.2% 1.2173
Low 1.2173 1.2109 -0.0064 -0.5% 1.2069
Close 1.2173 1.2109 -0.0064 -0.5% 1.2109
Range 0.0000 0.0042 0.0042 0.0104
ATR 0.0060 0.0060 0.0000 0.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2249 1.2221 1.2132
R3 1.2207 1.2179 1.2121
R2 1.2165 1.2165 1.2117
R1 1.2137 1.2137 1.2113 1.2130
PP 1.2123 1.2123 1.2123 1.2120
S1 1.2095 1.2095 1.2105 1.2088
S2 1.2081 1.2081 1.2101
S3 1.2039 1.2053 1.2097
S4 1.1997 1.2011 1.2086
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2429 1.2373 1.2166
R3 1.2325 1.2269 1.2138
R2 1.2221 1.2221 1.2128
R1 1.2165 1.2165 1.2119 1.2141
PP 1.2117 1.2117 1.2117 1.2105
S1 1.2061 1.2061 1.2099 1.2037
S2 1.2013 1.2013 1.2090
S3 1.1909 1.1957 1.2080
S4 1.1805 1.1853 1.2052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2173 1.2069 0.0104 0.9% 0.0013 0.1% 38% False False 1
10 1.2173 1.1980 0.0193 1.6% 0.0008 0.1% 67% False False 2
20 1.2431 1.1980 0.0451 3.7% 0.0007 0.1% 29% False False 5
40 1.3118 1.1980 0.1138 9.4% 0.0009 0.1% 11% False False 3
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.2330
2.618 1.2261
1.618 1.2219
1.000 1.2193
0.618 1.2177
HIGH 1.2151
0.618 1.2135
0.500 1.2130
0.382 1.2125
LOW 1.2109
0.618 1.2083
1.000 1.2067
1.618 1.2041
2.618 1.1999
4.250 1.1931
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 1.2130 1.2136
PP 1.2123 1.2127
S1 1.2116 1.2118

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

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