CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 1.2406 1.2484 0.0078 0.6% 1.2620
High 1.2406 1.2484 0.0078 0.6% 1.2620
Low 1.2406 1.2484 0.0078 0.6% 1.2406
Close 1.2406 1.2484 0.0078 0.6% 1.2406
Range
ATR 0.0058 0.0059 0.0001 2.5% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.2484 1.2484 1.2484
R3 1.2484 1.2484 1.2484
R2 1.2484 1.2484 1.2484
R1 1.2484 1.2484 1.2484 1.2484
PP 1.2484 1.2484 1.2484 1.2484
S1 1.2484 1.2484 1.2484 1.2484
S2 1.2484 1.2484 1.2484
S3 1.2484 1.2484 1.2484
S4 1.2484 1.2484 1.2484
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3119 1.2977 1.2524
R3 1.2905 1.2763 1.2465
R2 1.2691 1.2691 1.2445
R1 1.2549 1.2549 1.2426 1.2513
PP 1.2477 1.2477 1.2477 1.2460
S1 1.2335 1.2335 1.2386 1.2299
S2 1.2263 1.2263 1.2367
S3 1.2049 1.2121 1.2347
S4 1.1835 1.1907 1.2288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2620 1.2406 0.0214 1.7% 0.0009 0.1% 36% False False 3
10 1.2946 1.2406 0.0540 4.3% 0.0009 0.1% 14% False False 2
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 1.2484
2.618 1.2484
1.618 1.2484
1.000 1.2484
0.618 1.2484
HIGH 1.2484
0.618 1.2484
0.500 1.2484
0.382 1.2484
LOW 1.2484
0.618 1.2484
1.000 1.2484
1.618 1.2484
2.618 1.2484
4.250 1.2484
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 1.2484 1.2481
PP 1.2484 1.2478
S1 1.2484 1.2475

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

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