CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 1.0405 1.0566 0.0161 1.5% 1.0422
High 1.0519 1.0603 0.0084 0.8% 1.0519
Low 1.0388 1.0477 0.0089 0.9% 1.0340
Close 1.0477 1.0530 0.0053 0.5% 1.0477
Range 0.0131 0.0126 -0.0005 -3.8% 0.0179
ATR 0.0130 0.0129 0.0000 -0.2% 0.0000
Volume 49,066 6,251 -42,815 -87.3% 791,055
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0915 1.0848 1.0599
R3 1.0789 1.0722 1.0565
R2 1.0663 1.0663 1.0553
R1 1.0596 1.0596 1.0542 1.0567
PP 1.0537 1.0537 1.0537 1.0522
S1 1.0470 1.0470 1.0518 1.0441
S2 1.0411 1.0411 1.0507
S3 1.0285 1.0344 1.0495
S4 1.0159 1.0218 1.0461
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 1.0603 1.0340 0.0263 2.5% 0.0113 1.1% 72% True False 133,746
10 1.0764 1.0340 0.0424 4.0% 0.0115 1.1% 45% False False 152,031
20 1.1009 1.0340 0.0669 6.4% 0.0131 1.2% 28% False False 177,837
40 1.1360 1.0340 0.1020 9.7% 0.0137 1.3% 19% False False 194,755
60 1.1934 1.0340 0.1594 15.1% 0.0129 1.2% 12% False False 175,334
80 1.2338 1.0340 0.1998 19.0% 0.0118 1.1% 10% False False 140,754
100 1.2658 1.0340 0.2318 22.0% 0.0109 1.0% 8% False False 112,633
120 1.2934 1.0340 0.2594 24.6% 0.0098 0.9% 7% False False 93,867
Crabel Price Patterns
NR True
NR4 False
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1139
2.618 1.0933
1.618 1.0807
1.000 1.0729
0.618 1.0681
HIGH 1.0603
0.618 1.0555
0.500 1.0540
0.382 1.0525
LOW 1.0477
0.618 1.0399
1.000 1.0351
1.618 1.0273
2.618 1.0147
4.250 0.9942
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 1.0540 1.0512
PP 1.0537 1.0494
S1 1.0533 1.0477

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

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