CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 1.1654 1.1518 -0.0136 -1.2% 1.1852
High 1.1654 1.1518 -0.0136 -1.2% 1.1871
Low 1.1553 1.1474 -0.0079 -0.7% 1.1574
Close 1.1558 1.1493 -0.0065 -0.6% 1.1634
Range 0.0101 0.0044 -0.0057 -56.4% 0.0297
ATR 0.0068 0.0070 0.0001 1.6% 0.0000
Volume 169 170 1 0.6% 117
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1627 1.1604 1.1517
R3 1.1583 1.1560 1.1505
R2 1.1539 1.1539 1.1501
R1 1.1516 1.1516 1.1497 1.1506
PP 1.1495 1.1495 1.1495 1.1490
S1 1.1472 1.1472 1.1489 1.1462
S2 1.1451 1.1451 1.1485
S3 1.1407 1.1428 1.1481
S4 1.1363 1.1384 1.1469
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2584 1.2406 1.1797
R3 1.2287 1.2109 1.1716
R2 1.1990 1.1990 1.1688
R1 1.1812 1.1812 1.1661 1.1753
PP 1.1693 1.1693 1.1693 1.1663
S1 1.1515 1.1515 1.1607 1.1456
S2 1.1396 1.1396 1.1580
S3 1.1099 1.1218 1.1552
S4 1.0802 1.0921 1.1471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1744 1.1474 0.0270 2.3% 0.0068 0.6% 7% False True 86
10 1.1944 1.1474 0.0470 4.1% 0.0063 0.5% 4% False True 62
20 1.2242 1.1474 0.0768 6.7% 0.0051 0.4% 2% False True 37
40 1.2636 1.1474 0.1162 10.1% 0.0040 0.3% 2% False True 24
60 1.2827 1.1474 0.1353 11.8% 0.0031 0.3% 1% False True 17
80 1.2953 1.1474 0.1479 12.9% 0.0026 0.2% 1% False True 13
100 1.2953 1.1474 0.1479 12.9% 0.0022 0.2% 1% False True 11
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 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1705
2.618 1.1633
1.618 1.1589
1.000 1.1562
0.618 1.1545
HIGH 1.1518
0.618 1.1501
0.500 1.1496
0.382 1.1491
LOW 1.1474
0.618 1.1447
1.000 1.1430
1.618 1.1403
2.618 1.1359
4.250 1.1287
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 1.1496 1.1564
PP 1.1495 1.1540
S1 1.1494 1.1517

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

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