CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 1.1183 1.1183 0.0000 0.0% 1.1328
High 1.1232 1.1332 0.0100 0.9% 1.1522
Low 1.1160 1.1162 0.0002 0.0% 1.1185
Close 1.1193 1.1266 0.0073 0.7% 1.1219
Range 0.0072 0.0170 0.0098 136.1% 0.0337
ATR 0.0105 0.0110 0.0005 4.4% 0.0000
Volume 124,245 232,955 108,710 87.5% 764,277
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1763 1.1685 1.1360
R3 1.1593 1.1515 1.1313
R2 1.1423 1.1423 1.1297
R1 1.1345 1.1345 1.1282 1.1384
PP 1.1253 1.1253 1.1253 1.1273
S1 1.1175 1.1175 1.1250 1.1214
S2 1.1083 1.1083 1.1235
S3 1.0913 1.1005 1.1219
S4 1.0743 1.0835 1.1173
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2320 1.2106 1.1404
R3 1.1983 1.1769 1.1312
R2 1.1646 1.1646 1.1281
R1 1.1432 1.1432 1.1250 1.1371
PP 1.1309 1.1309 1.1309 1.1278
S1 1.1095 1.1095 1.1188 1.1034
S2 1.0972 1.0972 1.1157
S3 1.0635 1.0758 1.1126
S4 1.0298 1.0421 1.1034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1522 1.1160 0.0362 3.2% 0.0124 1.1% 29% False False 169,835
10 1.1531 1.1160 0.0371 3.3% 0.0113 1.0% 29% False False 152,191
20 1.1992 1.1160 0.0832 7.4% 0.0101 0.9% 13% False False 123,911
40 1.2375 1.1160 0.1215 10.8% 0.0092 0.8% 9% False False 74,906
60 1.2658 1.1160 0.1498 13.3% 0.0084 0.7% 7% False False 49,975
80 1.2934 1.1160 0.1774 15.7% 0.0073 0.6% 6% False False 37,489
100 1.2950 1.1160 0.1790 15.9% 0.0065 0.6% 6% False False 29,995
120 1.2950 1.1160 0.1790 15.9% 0.0056 0.5% 6% False False 24,997
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.2055
2.618 1.1777
1.618 1.1607
1.000 1.1502
0.618 1.1437
HIGH 1.1332
0.618 1.1267
0.500 1.1247
0.382 1.1227
LOW 1.1162
0.618 1.1057
1.000 1.0992
1.618 1.0887
2.618 1.0717
4.250 1.0440
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 1.1260 1.1259
PP 1.1253 1.1253
S1 1.1247 1.1246

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

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