CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 1.2109 1.1989 -0.0120 -1.0% 1.2326
High 1.2109 1.1989 -0.0120 -1.0% 1.2431
Low 1.2109 1.1989 -0.0120 -1.0% 1.2155
Close 1.2109 1.1989 -0.0120 -1.0% 1.2155
Range
ATR 0.0073 0.0076 0.0003 4.6% 0.0000
Volume 19 19 0 0.0% 5
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1989 1.1989 1.1989
R3 1.1989 1.1989 1.1989
R2 1.1989 1.1989 1.1989
R1 1.1989 1.1989 1.1989 1.1989
PP 1.1989 1.1989 1.1989 1.1989
S1 1.1989 1.1989 1.1989 1.1989
S2 1.1989 1.1989 1.1989
S3 1.1989 1.1989 1.1989
S4 1.1989 1.1989 1.1989
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3075 1.2891 1.2307
R3 1.2799 1.2615 1.2231
R2 1.2523 1.2523 1.2206
R1 1.2339 1.2339 1.2180 1.2293
PP 1.2247 1.2247 1.2247 1.2224
S1 1.2063 1.2063 1.2130 1.2017
S2 1.1971 1.1971 1.2104
S3 1.1695 1.1787 1.2079
S4 1.1419 1.1511 1.2003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2296 1.1989 0.0307 2.6% 0.0007 0.1% 0% False True 8
10 1.2431 1.1989 0.0442 3.7% 0.0009 0.1% 0% False True 5
20 1.2844 1.1989 0.0855 7.1% 0.0009 0.1% 0% False True 4
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 1.1989
2.618 1.1989
1.618 1.1989
1.000 1.1989
0.618 1.1989
HIGH 1.1989
0.618 1.1989
0.500 1.1989
0.382 1.1989
LOW 1.1989
0.618 1.1989
1.000 1.1989
1.618 1.1989
2.618 1.1989
4.250 1.1989
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 1.1989 1.2108
PP 1.1989 1.2068
S1 1.1989 1.2029

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

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