CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 1.0407 1.0405 -0.0002 0.0% 1.0422
High 1.0452 1.0519 0.0067 0.6% 1.0519
Low 1.0350 1.0388 0.0038 0.4% 1.0340
Close 1.0410 1.0477 0.0067 0.6% 1.0477
Range 0.0102 0.0131 0.0029 28.4% 0.0179
ATR 0.0129 0.0130 0.0000 0.1% 0.0000
Volume 180,170 49,066 -131,104 -72.8% 791,055
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0854 1.0797 1.0549
R3 1.0723 1.0666 1.0513
R2 1.0592 1.0592 1.0501
R1 1.0535 1.0535 1.0489 1.0564
PP 1.0461 1.0461 1.0461 1.0476
S1 1.0404 1.0404 1.0465 1.0433
S2 1.0330 1.0330 1.0453
S3 1.0199 1.0273 1.0441
S4 1.0068 1.0142 1.0405
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0982 1.0909 1.0575
R3 1.0803 1.0730 1.0526
R2 1.0624 1.0624 1.0510
R1 1.0551 1.0551 1.0493 1.0588
PP 1.0445 1.0445 1.0445 1.0464
S1 1.0372 1.0372 1.0461 1.0409
S2 1.0266 1.0266 1.0444
S3 1.0087 1.0193 1.0428
S4 0.9908 1.0014 1.0379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0519 1.0340 0.0179 1.7% 0.0098 0.9% 77% True False 158,211
10 1.0764 1.0340 0.0424 4.0% 0.0109 1.0% 32% False False 163,433
20 1.1009 1.0340 0.0669 6.4% 0.0134 1.3% 20% False False 190,904
40 1.1360 1.0340 0.1020 9.7% 0.0141 1.3% 13% False False 201,072
60 1.1939 1.0340 0.1599 15.3% 0.0128 1.2% 9% False False 176,971
80 1.2345 1.0340 0.2005 19.1% 0.0117 1.1% 7% False False 140,683
100 1.2658 1.0340 0.2318 22.1% 0.0108 1.0% 6% False False 112,571
120 1.2934 1.0340 0.2594 24.8% 0.0097 0.9% 5% False False 93,815
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 0.0023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1076
2.618 1.0862
1.618 1.0731
1.000 1.0650
0.618 1.0600
HIGH 1.0519
0.618 1.0469
0.500 1.0454
0.382 1.0438
LOW 1.0388
0.618 1.0307
1.000 1.0257
1.618 1.0176
2.618 1.0045
4.250 0.9831
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 1.0469 1.0463
PP 1.0461 1.0449
S1 1.0454 1.0435

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

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