CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 1.0769 1.0654 -0.0115 -1.1% 1.0804
High 1.0846 1.0721 -0.0125 -1.2% 1.0846
Low 1.0658 1.0615 -0.0043 -0.4% 1.0588
Close 1.0706 1.0704 -0.0002 0.0% 1.0706
Range 0.0188 0.0106 -0.0082 -43.6% 0.0258
ATR 0.0141 0.0139 -0.0003 -1.8% 0.0000
Volume 267,592 207,099 -60,493 -22.6% 1,046,846
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0998 1.0957 1.0762
R3 1.0892 1.0851 1.0733
R2 1.0786 1.0786 1.0723
R1 1.0745 1.0745 1.0714 1.0766
PP 1.0680 1.0680 1.0680 1.0690
S1 1.0639 1.0639 1.0694 1.0660
S2 1.0574 1.0574 1.0685
S3 1.0468 1.0533 1.0675
S4 1.0362 1.0427 1.0646
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1487 1.1355 1.0848
R3 1.1229 1.1097 1.0777
R2 1.0971 1.0971 1.0753
R1 1.0839 1.0839 1.0730 1.0776
PP 1.0713 1.0713 1.0713 1.0682
S1 1.0581 1.0581 1.0682 1.0518
S2 1.0455 1.0455 1.0659
S3 1.0197 1.0323 1.0635
S4 0.9939 1.0065 1.0564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0846 1.0595 0.0251 2.3% 0.0139 1.3% 43% False False 221,076
10 1.0866 1.0588 0.0278 2.6% 0.0149 1.4% 42% False False 216,729
20 1.1360 1.0588 0.0772 7.2% 0.0146 1.4% 15% False False 212,683
40 1.1934 1.0588 0.1346 12.6% 0.0129 1.2% 9% False False 176,478
60 1.2258 1.0588 0.1670 15.6% 0.0114 1.1% 7% False False 131,840
80 1.2658 1.0588 0.2070 19.3% 0.0104 1.0% 6% False False 98,920
100 1.2934 1.0588 0.2346 21.9% 0.0092 0.9% 5% False False 79,144
120 1.2950 1.0588 0.2362 22.1% 0.0082 0.8% 5% False False 65,957
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1172
2.618 1.0999
1.618 1.0893
1.000 1.0827
0.618 1.0787
HIGH 1.0721
0.618 1.0681
0.500 1.0668
0.382 1.0655
LOW 1.0615
0.618 1.0549
1.000 1.0509
1.618 1.0443
2.618 1.0337
4.250 1.0165
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 1.0692 1.0731
PP 1.0680 1.0722
S1 1.0668 1.0713

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

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