CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 1.0776 1.0858 0.0082 0.8% 1.0989
High 1.0848 1.0866 0.0018 0.2% 1.1074
Low 1.0734 1.0680 -0.0054 -0.5% 1.0760
Close 1.0827 1.0712 -0.0115 -1.1% 1.0785
Range 0.0114 0.0186 0.0072 63.2% 0.0314
ATR 0.0129 0.0133 0.0004 3.2% 0.0000
Volume 184,773 249,562 64,789 35.1% 916,167
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1311 1.1197 1.0814
R3 1.1125 1.1011 1.0763
R2 1.0939 1.0939 1.0746
R1 1.0825 1.0825 1.0729 1.0789
PP 1.0753 1.0753 1.0753 1.0735
S1 1.0639 1.0639 1.0695 1.0603
S2 1.0567 1.0567 1.0678
S3 1.0381 1.0453 1.0661
S4 1.0195 1.0267 1.0610
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1815 1.1614 1.0958
R3 1.1501 1.1300 1.0871
R2 1.1187 1.1187 1.0843
R1 1.0986 1.0986 1.0814 1.0930
PP 1.0873 1.0873 1.0873 1.0845
S1 1.0672 1.0672 1.0756 1.0616
S2 1.0559 1.0559 1.0727
S3 1.0245 1.0358 1.0699
S4 0.9931 1.0044 1.0612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1027 1.0680 0.0347 3.2% 0.0139 1.3% 9% False True 206,380
10 1.1360 1.0680 0.0680 6.3% 0.0138 1.3% 5% False True 195,187
20 1.1522 1.0680 0.0842 7.9% 0.0141 1.3% 4% False True 199,911
40 1.2188 1.0680 0.1508 14.1% 0.0115 1.1% 2% False True 148,611
60 1.2658 1.0680 0.1978 18.5% 0.0106 1.0% 2% False True 99,920
80 1.2830 1.0680 0.2150 20.1% 0.0092 0.9% 1% False True 74,954
100 1.2950 1.0680 0.2270 21.2% 0.0084 0.8% 1% False True 59,970
120 1.2950 1.0680 0.2270 21.2% 0.0073 0.7% 1% False True 49,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1657
2.618 1.1353
1.618 1.1167
1.000 1.1052
0.618 1.0981
HIGH 1.0866
0.618 1.0795
0.500 1.0773
0.382 1.0751
LOW 1.0680
0.618 1.0565
1.000 1.0494
1.618 1.0379
2.618 1.0193
4.250 0.9890
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 1.0773 1.0813
PP 1.0753 1.0779
S1 1.0732 1.0746

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

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