CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1.2021 1.2150 0.0129 1.1% 1.2191
High 1.2021 1.2150 0.0129 1.1% 1.2226
Low 1.2021 1.2150 0.0129 1.1% 1.1989
Close 1.2021 1.2150 0.0129 1.1% 1.2035
Range
ATR 0.0063 0.0067 0.0005 7.6% 0.0000
Volume 2 2 0 0.0% 77
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2150 1.2150 1.2150
R3 1.2150 1.2150 1.2150
R2 1.2150 1.2150 1.2150
R1 1.2150 1.2150 1.2150 1.2150
PP 1.2150 1.2150 1.2150 1.2150
S1 1.2150 1.2150 1.2150 1.2150
S2 1.2150 1.2150 1.2150
S3 1.2150 1.2150 1.2150
S4 1.2150 1.2150 1.2150
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2794 1.2652 1.2165
R3 1.2557 1.2415 1.2100
R2 1.2320 1.2320 1.2078
R1 1.2178 1.2178 1.2057 1.2131
PP 1.2083 1.2083 1.2083 1.2060
S1 1.1941 1.1941 1.2013 1.1894
S2 1.1846 1.1846 1.1992
S3 1.1609 1.1704 1.1970
S4 1.1372 1.1467 1.1905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2150 1.1980 0.0170 1.4% 0.0009 0.1% 100% True False 6
10 1.2226 1.1980 0.0246 2.0% 0.0008 0.1% 69% False False 9
20 1.2484 1.1980 0.0504 4.1% 0.0007 0.1% 34% False False 5
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 1.2150
2.618 1.2150
1.618 1.2150
1.000 1.2150
0.618 1.2150
HIGH 1.2150
0.618 1.2150
0.500 1.2150
0.382 1.2150
LOW 1.2150
0.618 1.2150
1.000 1.2150
1.618 1.2150
2.618 1.2150
4.250 1.2150
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 1.2150 1.2122
PP 1.2150 1.2093
S1 1.2150 1.2065

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

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