CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 1.0804 1.0612 -0.0192 -1.8% 1.0776
High 1.0819 1.0766 -0.0053 -0.5% 1.0866
Low 1.0588 1.0595 0.0007 0.1% 1.0633
Close 1.0707 1.0695 -0.0012 -0.1% 1.0777
Range 0.0231 0.0171 -0.0060 -26.0% 0.0233
ATR 0.0139 0.0141 0.0002 1.7% 0.0000
Volume 148,561 291,574 143,013 96.3% 1,098,118
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1198 1.1118 1.0789
R3 1.1027 1.0947 1.0742
R2 1.0856 1.0856 1.0726
R1 1.0776 1.0776 1.0711 1.0816
PP 1.0685 1.0685 1.0685 1.0706
S1 1.0605 1.0605 1.0679 1.0645
S2 1.0514 1.0514 1.0664
S3 1.0343 1.0434 1.0648
S4 1.0172 1.0263 1.0601
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1458 1.1350 1.0905
R3 1.1225 1.1117 1.0841
R2 1.0992 1.0992 1.0820
R1 1.0884 1.0884 1.0798 1.0938
PP 1.0759 1.0759 1.0759 1.0786
S1 1.0651 1.0651 1.0756 1.0705
S2 1.0526 1.0526 1.0734
S3 1.0293 1.0418 1.0713
S4 1.0060 1.0185 1.0649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0854 1.0588 0.0266 2.5% 0.0155 1.4% 40% False False 220,783
10 1.1027 1.0588 0.0439 4.1% 0.0147 1.4% 24% False False 213,581
20 1.1396 1.0588 0.0808 7.6% 0.0151 1.4% 13% False False 216,724
40 1.2011 1.0588 0.1423 13.3% 0.0124 1.2% 8% False False 169,034
60 1.2490 1.0588 0.1902 17.8% 0.0112 1.0% 6% False False 118,306
80 1.2673 1.0588 0.2085 19.5% 0.0100 0.9% 5% False False 88,750
100 1.2934 1.0588 0.2346 21.9% 0.0087 0.8% 5% False False 71,007
120 1.2950 1.0588 0.2362 22.1% 0.0079 0.7% 5% False False 59,176
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1493
2.618 1.1214
1.618 1.1043
1.000 1.0937
0.618 1.0872
HIGH 1.0766
0.618 1.0701
0.500 1.0681
0.382 1.0660
LOW 1.0595
0.618 1.0489
1.000 1.0424
1.618 1.0318
2.618 1.0147
4.250 0.9868
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 1.0690 1.0721
PP 1.0685 1.0712
S1 1.0681 1.0704

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

View Archives - Comment on this page... - Back to Index of Symbols