CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.2326 1.2431 0.0105 0.9% 1.2484
High 1.2326 1.2431 0.0105 0.9% 1.2484
Low 1.2326 1.2431 0.0105 0.9% 1.2214
Close 1.2326 1.2431 0.0105 0.9% 1.2269
Range
ATR 0.0063 0.0066 0.0003 4.7% 0.0000
Volume 1 1 0 0.0% 15
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2431 1.2431 1.2431
R3 1.2431 1.2431 1.2431
R2 1.2431 1.2431 1.2431
R1 1.2431 1.2431 1.2431 1.2431
PP 1.2431 1.2431 1.2431 1.2431
S1 1.2431 1.2431 1.2431 1.2431
S2 1.2431 1.2431 1.2431
S3 1.2431 1.2431 1.2431
S4 1.2431 1.2431 1.2431
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 1.2431 1.2214 0.0217 1.7% 0.0011 0.1% 100% True False 2
10 1.2544 1.2214 0.0330 2.7% 0.0007 0.1% 66% False False 3
20 1.3090 1.2214 0.0876 7.0% 0.0009 0.1% 25% 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 1.2431
2.618 1.2431
1.618 1.2431
1.000 1.2431
0.618 1.2431
HIGH 1.2431
0.618 1.2431
0.500 1.2431
0.382 1.2431
LOW 1.2431
0.618 1.2431
1.000 1.2431
1.618 1.2431
2.618 1.2431
4.250 1.2431
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 1.2431 1.2395
PP 1.2431 1.2359
S1 1.2431 1.2323

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

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