CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 1.2214 1.2326 0.0112 0.9% 1.2484
High 1.2269 1.2326 0.0057 0.5% 1.2484
Low 1.2214 1.2326 0.0112 0.9% 1.2214
Close 1.2269 1.2326 0.0057 0.5% 1.2269
Range 0.0055 0.0000 -0.0055 -100.0% 0.0270
ATR 0.0064 0.0063 0.0000 -0.7% 0.0000
Volume 3 1 -2 -66.7% 15
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2326 1.2326 1.2326
R3 1.2326 1.2326 1.2326
R2 1.2326 1.2326 1.2326
R1 1.2326 1.2326 1.2326 1.2326
PP 1.2326 1.2326 1.2326 1.2326
S1 1.2326 1.2326 1.2326 1.2326
S2 1.2326 1.2326 1.2326
S3 1.2326 1.2326 1.2326
S4 1.2326 1.2326 1.2326
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 1.2465 1.2214 0.0251 2.0% 0.0011 0.1% 45% False False 2
10 1.2620 1.2214 0.0406 3.3% 0.0010 0.1% 28% False False 3
20 1.3118 1.2214 0.0904 7.3% 0.0011 0.1% 12% False False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2326
2.618 1.2326
1.618 1.2326
1.000 1.2326
0.618 1.2326
HIGH 1.2326
0.618 1.2326
0.500 1.2326
0.382 1.2326
LOW 1.2326
0.618 1.2326
1.000 1.2326
1.618 1.2326
2.618 1.2326
4.250 1.2326
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1.2326 1.2316
PP 1.2326 1.2307
S1 1.2326 1.2297

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

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