CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 1.1138 1.1107 -0.0031 -0.3% 1.1191
High 1.1156 1.1328 0.0172 1.5% 1.1398
Low 1.1106 1.1096 -0.0010 -0.1% 1.1106
Close 1.1121 1.1283 0.0162 1.5% 1.1121
Range 0.0050 0.0232 0.0182 364.0% 0.0292
ATR 0.0099 0.0108 0.0010 9.7% 0.0000
Volume 217 284 67 30.9% 729
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1932 1.1839 1.1411
R3 1.1700 1.1607 1.1347
R2 1.1468 1.1468 1.1326
R1 1.1375 1.1375 1.1304 1.1422
PP 1.1236 1.1236 1.1236 1.1259
S1 1.1143 1.1143 1.1262 1.1190
S2 1.1004 1.1004 1.1240
S3 1.0772 1.0911 1.1219
S4 1.0540 1.0679 1.1155
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2084 1.1895 1.1282
R3 1.1792 1.1603 1.1201
R2 1.1500 1.1500 1.1175
R1 1.1311 1.1311 1.1148 1.1260
PP 1.1208 1.1208 1.1208 1.1183
S1 1.1019 1.1019 1.1094 1.0968
S2 1.0916 1.0916 1.1067
S3 1.0624 1.0727 1.1041
S4 1.0332 1.0435 1.0960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1398 1.1096 0.0302 2.7% 0.0150 1.3% 62% False True 177
10 1.1518 1.1096 0.0422 3.7% 0.0119 1.1% 44% False True 189
20 1.1944 1.1096 0.0848 7.5% 0.0096 0.8% 22% False True 144
40 1.2242 1.1096 0.1146 10.2% 0.0063 0.6% 16% False True 79
60 1.2650 1.1096 0.1554 13.8% 0.0054 0.5% 12% False True 57
80 1.2927 1.1096 0.1831 16.2% 0.0042 0.4% 10% False True 43
100 1.2953 1.1096 0.1857 16.5% 0.0035 0.3% 10% False True 35
120 1.2953 1.1096 0.1857 16.5% 0.0030 0.3% 10% False True 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2314
2.618 1.1935
1.618 1.1703
1.000 1.1560
0.618 1.1471
HIGH 1.1328
0.618 1.1239
0.500 1.1212
0.382 1.1185
LOW 1.1096
0.618 1.0953
1.000 1.0864
1.618 1.0721
2.618 1.0489
4.250 1.0110
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 1.1259 1.1264
PP 1.1236 1.1244
S1 1.1212 1.1225

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

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