CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 1.0874 1.0846 -0.0028 -0.3% 1.0654
High 1.0974 1.0869 -0.0105 -1.0% 1.0782
Low 1.0818 1.0770 -0.0048 -0.4% 1.0615
Close 1.0834 1.0790 -0.0044 -0.4% 1.0707
Range 0.0156 0.0099 -0.0057 -36.5% 0.0167
ATR 0.0154 0.0150 -0.0004 -2.5% 0.0000
Volume 223,670 157,152 -66,518 -29.7% 716,715
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1107 1.1047 1.0844
R3 1.1008 1.0948 1.0817
R2 1.0909 1.0909 1.0808
R1 1.0849 1.0849 1.0799 1.0830
PP 1.0810 1.0810 1.0810 1.0800
S1 1.0750 1.0750 1.0781 1.0731
S2 1.0711 1.0711 1.0772
S3 1.0612 1.0651 1.0763
S4 1.0513 1.0552 1.0736
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1202 1.1122 1.0799
R3 1.1035 1.0955 1.0753
R2 1.0868 1.0868 1.0738
R1 1.0788 1.0788 1.0722 1.0828
PP 1.0701 1.0701 1.0701 1.0722
S1 1.0621 1.0621 1.0692 1.0661
S2 1.0534 1.0534 1.0676
S3 1.0367 1.0454 1.0661
S4 1.0200 1.0287 1.0615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1009 1.0605 0.0404 3.7% 0.0185 1.7% 46% False False 233,833
10 1.1009 1.0605 0.0404 3.7% 0.0157 1.5% 46% False False 217,912
20 1.1023 1.0588 0.0435 4.0% 0.0153 1.4% 46% False False 214,881
40 1.1531 1.0588 0.0943 8.7% 0.0142 1.3% 21% False False 199,118
60 1.2249 1.0588 0.1661 15.4% 0.0123 1.1% 12% False False 157,107
80 1.2658 1.0588 0.2070 19.2% 0.0113 1.0% 10% False False 118,007
100 1.2830 1.0588 0.2242 20.8% 0.0100 0.9% 9% False False 94,415
120 1.2950 1.0588 0.2362 21.9% 0.0092 0.9% 9% False False 78,685
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0043
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1290
2.618 1.1128
1.618 1.1029
1.000 1.0968
0.618 1.0930
HIGH 1.0869
0.618 1.0831
0.500 1.0820
0.382 1.0808
LOW 1.0770
0.618 1.0709
1.000 1.0671
1.618 1.0610
2.618 1.0511
4.250 1.0349
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 1.0820 1.0874
PP 1.0810 1.0846
S1 1.0800 1.0818

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

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