CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 1.0972 1.1062 0.0090 0.8% 1.1107
High 1.1047 1.1072 0.0025 0.2% 1.1359
Low 1.0972 1.0998 0.0026 0.2% 1.0978
Close 1.1031 1.1035 0.0004 0.0% 1.1001
Range 0.0075 0.0074 -0.0001 -1.3% 0.0381
ATR 0.0116 0.0113 -0.0003 -2.6% 0.0000
Volume 366 116 -250 -68.3% 1,427
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1257 1.1220 1.1076
R3 1.1183 1.1146 1.1055
R2 1.1109 1.1109 1.1049
R1 1.1072 1.1072 1.1042 1.1054
PP 1.1035 1.1035 1.1035 1.1026
S1 1.0998 1.0998 1.1028 1.0980
S2 1.0961 1.0961 1.1021
S3 1.0887 1.0924 1.1015
S4 1.0813 1.0850 1.0994
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2256 1.2009 1.1211
R3 1.1875 1.1628 1.1106
R2 1.1494 1.1494 1.1071
R1 1.1247 1.1247 1.1036 1.1180
PP 1.1113 1.1113 1.1113 1.1079
S1 1.0866 1.0866 1.0966 1.0799
S2 1.0732 1.0732 1.0931
S3 1.0351 1.0485 1.0896
S4 0.9970 1.0104 1.0791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1359 1.0972 0.0387 3.5% 0.0115 1.0% 16% False False 325
10 1.1398 1.0972 0.0426 3.9% 0.0133 1.2% 15% False False 251
20 1.1654 1.0972 0.0682 6.2% 0.0108 1.0% 9% False False 218
40 1.2242 1.0972 0.1270 11.5% 0.0076 0.7% 5% False False 119
60 1.2636 1.0972 0.1664 15.1% 0.0061 0.6% 4% False False 83
80 1.2827 1.0972 0.1855 16.8% 0.0049 0.4% 3% False False 63
100 1.2953 1.0972 0.1981 18.0% 0.0041 0.4% 3% False False 51
120 1.2953 1.0972 0.1981 18.0% 0.0035 0.3% 3% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1387
2.618 1.1266
1.618 1.1192
1.000 1.1146
0.618 1.1118
HIGH 1.1072
0.618 1.1044
0.500 1.1035
0.382 1.1026
LOW 1.0998
0.618 1.0952
1.000 1.0924
1.618 1.0878
2.618 1.0804
4.250 1.0684
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 1.1035 1.1032
PP 1.1035 1.1028
S1 1.1035 1.1025

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

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