CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 1.3027 1.3020 -0.0007 -0.1% 1.3046
High 1.3039 1.3036 -0.0003 0.0% 1.3070
Low 1.2998 1.3013 0.0015 0.1% 1.2943
Close 1.3020 1.3031 0.0011 0.1% 1.2996
Range 0.0041 0.0023 -0.0018 -43.9% 0.0127
ATR 0.0072 0.0068 -0.0003 -4.9% 0.0000
Volume 31,332 39,726 8,394 26.8% 223,597
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3096 1.3086 1.3044
R3 1.3073 1.3063 1.3037
R2 1.3050 1.3050 1.3035
R1 1.3040 1.3040 1.3033 1.3045
PP 1.3027 1.3027 1.3027 1.3029
S1 1.3017 1.3017 1.3029 1.3022
S2 1.3004 1.3004 1.3027
S3 1.2981 1.2994 1.3025
S4 1.2958 1.2971 1.3018
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3384 1.3317 1.3066
R3 1.3257 1.3190 1.3031
R2 1.3130 1.3130 1.3019
R1 1.3063 1.3063 1.3008 1.3033
PP 1.3003 1.3003 1.3003 1.2988
S1 1.2936 1.2936 1.2984 1.2906
S2 1.2876 1.2876 1.2973
S3 1.2749 1.2809 1.2961
S4 1.2622 1.2682 1.2926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3067 1.2943 0.0124 1.0% 0.0054 0.4% 71% False False 50,530
10 1.3070 1.2833 0.0237 1.8% 0.0068 0.5% 84% False False 48,773
20 1.3070 1.2699 0.0371 2.8% 0.0069 0.5% 89% False False 43,318
40 1.3101 1.2699 0.0402 3.1% 0.0070 0.5% 83% False False 23,138
60 1.3279 1.2609 0.0670 5.1% 0.0079 0.6% 63% False False 15,483
80 1.3279 1.2609 0.0670 5.1% 0.0073 0.6% 63% False False 11,625
100 1.3279 1.2609 0.0670 5.1% 0.0059 0.5% 63% False False 9,302
120 1.3279 1.2609 0.0670 5.1% 0.0052 0.4% 63% False False 7,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 1.3134
2.618 1.3096
1.618 1.3073
1.000 1.3059
0.618 1.3050
HIGH 1.3036
0.618 1.3027
0.500 1.3025
0.382 1.3022
LOW 1.3013
0.618 1.2999
1.000 1.2990
1.618 1.2976
2.618 1.2953
4.250 1.2915
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 1.3029 1.3018
PP 1.3027 1.3004
S1 1.3025 1.2991

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

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