CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 1.0712 1.0640 -0.0072 -0.7% 1.0632
High 1.0755 1.0662 -0.0093 -0.9% 1.1009
Low 1.0625 1.0515 -0.0110 -1.0% 1.0605
Close 1.0632 1.0544 -0.0088 -0.8% 1.0685
Range 0.0130 0.0147 0.0017 13.1% 0.0404
ATR 0.0138 0.0138 0.0001 0.5% 0.0000
Volume 136,809 191,055 54,246 39.7% 1,199,437
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1015 1.0926 1.0625
R3 1.0868 1.0779 1.0584
R2 1.0721 1.0721 1.0571
R1 1.0632 1.0632 1.0557 1.0603
PP 1.0574 1.0574 1.0574 1.0559
S1 1.0485 1.0485 1.0531 1.0456
S2 1.0427 1.0427 1.0517
S3 1.0280 1.0338 1.0504
S4 1.0133 1.0191 1.0463
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1978 1.1736 1.0907
R3 1.1574 1.1332 1.0796
R2 1.1170 1.1170 1.0759
R1 1.0928 1.0928 1.0722 1.1049
PP 1.0766 1.0766 1.0766 1.0827
S1 1.0524 1.0524 1.0648 1.0645
S2 1.0362 1.0362 1.0611
S3 0.9958 1.0120 1.0574
S4 0.9554 0.9716 1.0463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0819 1.0515 0.0304 2.9% 0.0111 1.1% 10% False True 152,355
10 1.1009 1.0515 0.0494 4.7% 0.0148 1.4% 6% False True 193,094
20 1.1009 1.0515 0.0494 4.7% 0.0146 1.4% 6% False True 200,234
40 1.1522 1.0515 0.1007 9.6% 0.0143 1.4% 3% False True 201,344
60 1.2188 1.0515 0.1673 15.9% 0.0125 1.2% 2% False True 168,939
80 1.2658 1.0515 0.2143 20.3% 0.0116 1.1% 1% False True 127,527
100 1.2777 1.0515 0.2262 21.5% 0.0103 1.0% 1% False True 102,032
120 1.2934 1.0515 0.2419 22.9% 0.0094 0.9% 1% False True 85,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1287
2.618 1.1047
1.618 1.0900
1.000 1.0809
0.618 1.0753
HIGH 1.0662
0.618 1.0606
0.500 1.0589
0.382 1.0571
LOW 1.0515
0.618 1.0424
1.000 1.0368
1.618 1.0277
2.618 1.0130
4.250 0.9890
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 1.0589 1.0640
PP 1.0574 1.0608
S1 1.0559 1.0576

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

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