CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 1.1328 1.1440 0.0112 1.0% 1.1656
High 1.1418 1.1514 0.0096 0.8% 1.1660
Low 1.1325 1.1393 0.0068 0.6% 1.1317
Close 1.1391 1.1474 0.0083 0.7% 1.1352
Range 0.0093 0.0121 0.0028 30.1% 0.0343
ATR 0.0095 0.0097 0.0002 2.1% 0.0000
Volume 120,865 151,434 30,569 25.3% 464,784
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1823 1.1770 1.1541
R3 1.1702 1.1649 1.1507
R2 1.1581 1.1581 1.1496
R1 1.1528 1.1528 1.1485 1.1555
PP 1.1460 1.1460 1.1460 1.1474
S1 1.1407 1.1407 1.1463 1.1434
S2 1.1339 1.1339 1.1452
S3 1.1218 1.1286 1.1441
S4 1.1097 1.1165 1.1407
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 1.1531 1.1317 0.0214 1.9% 0.0102 0.9% 73% False False 134,547
10 1.1882 1.1317 0.0565 4.9% 0.0100 0.9% 28% False False 105,036
20 1.2188 1.1317 0.0871 7.6% 0.0090 0.8% 18% False False 104,129
40 1.2658 1.1317 0.1341 11.7% 0.0089 0.8% 12% False False 53,709
60 1.2777 1.1317 0.1460 12.7% 0.0077 0.7% 11% False False 35,825
80 1.2934 1.1317 0.1617 14.1% 0.0070 0.6% 10% False False 26,877
100 1.2950 1.1317 0.1633 14.2% 0.0061 0.5% 10% False False 21,504
120 1.2950 1.1317 0.1633 14.2% 0.0051 0.4% 10% False False 17,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2028
2.618 1.1831
1.618 1.1710
1.000 1.1635
0.618 1.1589
HIGH 1.1514
0.618 1.1468
0.500 1.1454
0.382 1.1439
LOW 1.1393
0.618 1.1318
1.000 1.1272
1.618 1.1197
2.618 1.1076
4.250 1.0879
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 1.1467 1.1455
PP 1.1460 1.1435
S1 1.1454 1.1416

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

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