CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 1.0660 1.0738 0.0078 0.7% 1.0573
High 1.0660 1.0738 0.0078 0.7% 1.0700
Low 1.0654 1.0737 0.0083 0.8% 1.0565
Close 1.0654 1.0737 0.0083 0.8% 1.0654
Range 0.0006 0.0001 -0.0005 -83.3% 0.0135
ATR 0.0078 0.0079 0.0000 0.5% 0.0000
Volume 5 1 -4 -80.0% 22
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0740 1.0740 1.0738
R3 1.0739 1.0739 1.0737
R2 1.0738 1.0738 1.0737
R1 1.0738 1.0738 1.0737 1.0738
PP 1.0737 1.0737 1.0737 1.0737
S1 1.0737 1.0737 1.0737 1.0737
S2 1.0736 1.0736 1.0737
S3 1.0735 1.0736 1.0737
S4 1.0734 1.0735 1.0736
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1045 1.0984 1.0728
R3 1.0910 1.0849 1.0691
R2 1.0775 1.0775 1.0679
R1 1.0714 1.0714 1.0666 1.0745
PP 1.0640 1.0640 1.0640 1.0655
S1 1.0579 1.0579 1.0642 1.0610
S2 1.0505 1.0505 1.0629
S3 1.0370 1.0444 1.0617
S4 1.0235 1.0309 1.0580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0738 1.0565 0.0173 1.6% 0.0047 0.4% 99% True False 4
10 1.0738 1.0450 0.0288 2.7% 0.0060 0.6% 100% True False 8
20 1.0778 1.0384 0.0394 3.7% 0.0048 0.4% 90% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0742
2.618 1.0741
1.618 1.0740
1.000 1.0739
0.618 1.0739
HIGH 1.0738
0.618 1.0738
0.500 1.0738
0.382 1.0737
LOW 1.0737
0.618 1.0736
1.000 1.0736
1.618 1.0735
2.618 1.0734
4.250 1.0733
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 1.0738 1.0709
PP 1.0737 1.0680
S1 1.0737 1.0652

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

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