CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 1.1370 1.1448 0.0078 0.7% 1.1654
High 1.1418 1.1518 0.0100 0.9% 1.1654
Low 1.1351 1.1425 0.0074 0.7% 1.1331
Close 1.1399 1.1482 0.0083 0.7% 1.1360
Range 0.0067 0.0093 0.0026 38.8% 0.0323
ATR 0.0075 0.0078 0.0003 4.3% 0.0000
Volume 310 32 -278 -89.7% 536
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1754 1.1711 1.1533
R3 1.1661 1.1618 1.1508
R2 1.1568 1.1568 1.1499
R1 1.1525 1.1525 1.1491 1.1547
PP 1.1475 1.1475 1.1475 1.1486
S1 1.1432 1.1432 1.1473 1.1454
S2 1.1382 1.1382 1.1465
S3 1.1289 1.1339 1.1456
S4 1.1196 1.1246 1.1431
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2417 1.2212 1.1538
R3 1.2094 1.1889 1.1449
R2 1.1771 1.1771 1.1419
R1 1.1566 1.1566 1.1390 1.1507
PP 1.1448 1.1448 1.1448 1.1419
S1 1.1243 1.1243 1.1330 1.1184
S2 1.1125 1.1125 1.1301
S3 1.0802 1.0920 1.1271
S4 1.0479 1.0597 1.1182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1521 1.1331 0.0190 1.7% 0.0078 0.7% 79% False False 141
10 1.1871 1.1331 0.0540 4.7% 0.0075 0.7% 28% False False 99
20 1.2180 1.1331 0.0849 7.4% 0.0063 0.6% 18% False False 63
40 1.2636 1.1331 0.1305 11.4% 0.0044 0.4% 12% False False 37
60 1.2799 1.1331 0.1468 12.8% 0.0037 0.3% 10% False False 26
80 1.2927 1.1331 0.1596 13.9% 0.0030 0.3% 9% False False 20
100 1.2953 1.1331 0.1622 14.1% 0.0025 0.2% 9% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1913
2.618 1.1761
1.618 1.1668
1.000 1.1611
0.618 1.1575
HIGH 1.1518
0.618 1.1482
0.500 1.1472
0.382 1.1461
LOW 1.1425
0.618 1.1368
1.000 1.1332
1.618 1.1275
2.618 1.1182
4.250 1.1030
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 1.1479 1.1463
PP 1.1475 1.1444
S1 1.1472 1.1425

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

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