CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 1.0866 1.0690 -0.0176 -1.6% 1.0972
High 1.0872 1.0731 -0.0141 -1.3% 1.1072
Low 1.0689 1.0650 -0.0039 -0.4% 1.0788
Close 1.0719 1.0719 0.0000 0.0% 1.0793
Range 0.0183 0.0081 -0.0102 -55.7% 0.0284
ATR 0.0118 0.0116 -0.0003 -2.3% 0.0000
Volume 266 332 66 24.8% 2,278
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0943 1.0912 1.0764
R3 1.0862 1.0831 1.0741
R2 1.0781 1.0781 1.0734
R1 1.0750 1.0750 1.0726 1.0766
PP 1.0700 1.0700 1.0700 1.0708
S1 1.0669 1.0669 1.0712 1.0685
S2 1.0619 1.0619 1.0704
S3 1.0538 1.0588 1.0697
S4 1.0457 1.0507 1.0674
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1736 1.1549 1.0949
R3 1.1452 1.1265 1.0871
R2 1.1168 1.1168 1.0845
R1 1.0981 1.0981 1.0819 1.0933
PP 1.0884 1.0884 1.0884 1.0860
S1 1.0697 1.0697 1.0767 1.0649
S2 1.0600 1.0600 1.0741
S3 1.0316 1.0413 1.0715
S4 1.0032 1.0129 1.0637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1018 1.0650 0.0368 3.4% 0.0122 1.1% 19% False True 536
10 1.1310 1.0650 0.0660 6.2% 0.0119 1.1% 10% False True 402
20 1.1506 1.0650 0.0856 8.0% 0.0118 1.1% 8% False True 317
40 1.2180 1.0650 0.1530 14.3% 0.0091 0.8% 5% False True 190
60 1.2636 1.0650 0.1986 18.5% 0.0069 0.6% 3% False True 130
80 1.2799 1.0650 0.2149 20.0% 0.0057 0.5% 3% False True 99
100 1.2927 1.0650 0.2277 21.2% 0.0047 0.4% 3% False True 79
120 1.2953 1.0650 0.2303 21.5% 0.0040 0.4% 3% False True 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1075
2.618 1.0943
1.618 1.0862
1.000 1.0812
0.618 1.0781
HIGH 1.0731
0.618 1.0700
0.500 1.0691
0.382 1.0681
LOW 1.0650
0.618 1.0600
1.000 1.0569
1.618 1.0519
2.618 1.0438
4.250 1.0306
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 1.0710 1.0761
PP 1.0700 1.0747
S1 1.0691 1.0733

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

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