CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 1.1440 1.1328 -0.0112 -1.0% 1.1656
High 1.1478 1.1418 -0.0060 -0.5% 1.1660
Low 1.1317 1.1325 0.0008 0.1% 1.1317
Close 1.1352 1.1391 0.0039 0.3% 1.1352
Range 0.0161 0.0093 -0.0068 -42.2% 0.0343
ATR 0.0095 0.0095 0.0000 -0.2% 0.0000
Volume 214,217 120,865 -93,352 -43.6% 464,784
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1657 1.1617 1.1442
R3 1.1564 1.1524 1.1417
R2 1.1471 1.1471 1.1408
R1 1.1431 1.1431 1.1400 1.1451
PP 1.1378 1.1378 1.1378 1.1388
S1 1.1338 1.1338 1.1382 1.1358
S2 1.1285 1.1285 1.1374
S3 1.1192 1.1245 1.1365
S4 1.1099 1.1152 1.1340
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2472 1.2255 1.1541
R3 1.2129 1.1912 1.1446
R2 1.1786 1.1786 1.1415
R1 1.1569 1.1569 1.1383 1.1506
PP 1.1443 1.1443 1.1443 1.1412
S1 1.1226 1.1226 1.1321 1.1163
S2 1.1100 1.1100 1.1289
S3 1.0757 1.0883 1.1258
S4 1.0414 1.0540 1.1163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1660 1.1317 0.0343 3.0% 0.0104 0.9% 22% False False 117,129
10 1.1934 1.1317 0.0617 5.4% 0.0096 0.8% 12% False False 101,735
20 1.2188 1.1317 0.0871 7.6% 0.0089 0.8% 8% False False 97,312
40 1.2658 1.1317 0.1341 11.8% 0.0088 0.8% 6% False False 49,925
60 1.2830 1.1317 0.1513 13.3% 0.0076 0.7% 5% False False 33,301
80 1.2950 1.1317 0.1633 14.3% 0.0070 0.6% 5% False False 24,984
100 1.2950 1.1317 0.1633 14.3% 0.0060 0.5% 5% False False 19,989
120 1.2950 1.1317 0.1633 14.3% 0.0050 0.4% 5% False False 16,659
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1813
2.618 1.1661
1.618 1.1568
1.000 1.1511
0.618 1.1475
HIGH 1.1418
0.618 1.1382
0.500 1.1372
0.382 1.1361
LOW 1.1325
0.618 1.1268
1.000 1.1232
1.618 1.1175
2.618 1.1082
4.250 1.0930
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 1.1385 1.1424
PP 1.1378 1.1413
S1 1.1372 1.1402

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

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