CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 1.1191 1.1190 -0.0001 0.0% 1.1370
High 1.1235 1.1325 0.0090 0.8% 1.1518
Low 1.1177 1.1190 0.0013 0.1% 1.1198
Close 1.1202 1.1275 0.0073 0.7% 1.1229
Range 0.0058 0.0135 0.0077 132.8% 0.0320
ATR 0.0086 0.0090 0.0003 4.0% 0.0000
Volume 127 69 -58 -45.7% 1,191
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1668 1.1607 1.1349
R3 1.1533 1.1472 1.1312
R2 1.1398 1.1398 1.1300
R1 1.1337 1.1337 1.1287 1.1368
PP 1.1263 1.1263 1.1263 1.1279
S1 1.1202 1.1202 1.1263 1.1233
S2 1.1128 1.1128 1.1250
S3 1.0993 1.1067 1.1238
S4 1.0858 1.0932 1.1201
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2275 1.2072 1.1405
R3 1.1955 1.1752 1.1317
R2 1.1635 1.1635 1.1288
R1 1.1432 1.1432 1.1258 1.1374
PP 1.1315 1.1315 1.1315 1.1286
S1 1.1112 1.1112 1.1200 1.1054
S2 1.0995 1.0995 1.1170
S3 1.0675 1.0792 1.1141
S4 1.0355 1.0472 1.1053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1506 1.1177 0.0329 2.9% 0.0096 0.9% 30% False False 209
10 1.1521 1.1177 0.0344 3.1% 0.0087 0.8% 28% False False 175
20 1.1960 1.1177 0.0783 6.9% 0.0076 0.7% 13% False False 110
40 1.2380 1.1177 0.1203 10.7% 0.0051 0.5% 8% False False 62
60 1.2650 1.1177 0.1473 13.1% 0.0044 0.4% 7% False False 43
80 1.2927 1.1177 0.1750 15.5% 0.0035 0.3% 6% False False 33
100 1.2953 1.1177 0.1776 15.8% 0.0029 0.3% 6% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 1.1899
2.618 1.1678
1.618 1.1543
1.000 1.1460
0.618 1.1408
HIGH 1.1325
0.618 1.1273
0.500 1.1258
0.382 1.1242
LOW 1.1190
0.618 1.1107
1.000 1.1055
1.618 1.0972
2.618 1.0837
4.250 1.0616
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 1.1269 1.1267
PP 1.1263 1.1259
S1 1.1258 1.1251

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

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