CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 1.2380 1.2214 -0.0166 -1.3% 1.2484
High 1.2380 1.2269 -0.0111 -0.9% 1.2484
Low 1.2380 1.2214 -0.0166 -1.3% 1.2214
Close 1.2380 1.2269 -0.0111 -0.9% 1.2269
Range 0.0000 0.0055 0.0055 0.0270
ATR 0.0056 0.0064 0.0008 14.1% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2416 1.2397 1.2299
R3 1.2361 1.2342 1.2284
R2 1.2306 1.2306 1.2279
R1 1.2287 1.2287 1.2274 1.2297
PP 1.2251 1.2251 1.2251 1.2255
S1 1.2232 1.2232 1.2264 1.2242
S2 1.2196 1.2196 1.2259
S3 1.2141 1.2177 1.2254
S4 1.2086 1.2122 1.2239
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3132 1.2971 1.2418
R3 1.2862 1.2701 1.2343
R2 1.2592 1.2592 1.2319
R1 1.2431 1.2431 1.2294 1.2377
PP 1.2322 1.2322 1.2322 1.2295
S1 1.2161 1.2161 1.2244 1.2107
S2 1.2052 1.2052 1.2220
S3 1.1782 1.1891 1.2195
S4 1.1512 1.1621 1.2121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2484 1.2214 0.0270 2.2% 0.0011 0.1% 20% False True 3
10 1.2644 1.2214 0.0430 3.5% 0.0010 0.1% 13% False True 3
20 1.3118 1.2214 0.0904 7.4% 0.0011 0.1% 6% False True 2
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 22 trading days
Fibonacci Retracements and Extensions
4.250 1.2503
2.618 1.2413
1.618 1.2358
1.000 1.2324
0.618 1.2303
HIGH 1.2269
0.618 1.2248
0.500 1.2242
0.382 1.2235
LOW 1.2214
0.618 1.2180
1.000 1.2159
1.618 1.2125
2.618 1.2070
4.250 1.1980
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 1.2260 1.2297
PP 1.2251 1.2288
S1 1.2242 1.2278

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

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