CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 1.0708 1.0687 -0.0021 -0.2% 1.0780
High 1.0750 1.0861 0.0111 1.0% 1.0872
Low 1.0660 1.0683 0.0023 0.2% 1.0650
Close 1.0699 1.0785 0.0086 0.8% 1.0785
Range 0.0090 0.0178 0.0088 97.8% 0.0222
ATR 0.0114 0.0118 0.0005 4.0% 0.0000
Volume 1,112 380 -732 -65.8% 2,549
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1310 1.1226 1.0883
R3 1.1132 1.1048 1.0834
R2 1.0954 1.0954 1.0818
R1 1.0870 1.0870 1.0801 1.0912
PP 1.0776 1.0776 1.0776 1.0798
S1 1.0692 1.0692 1.0769 1.0734
S2 1.0598 1.0598 1.0752
S3 1.0420 1.0514 1.0736
S4 1.0242 1.0336 1.0687
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1435 1.1332 1.0907
R3 1.1213 1.1110 1.0846
R2 1.0991 1.0991 1.0826
R1 1.0888 1.0888 1.0805 1.0940
PP 1.0769 1.0769 1.0769 1.0795
S1 1.0666 1.0666 1.0765 1.0718
S2 1.0547 1.0547 1.0744
S3 1.0325 1.0444 1.0724
S4 1.0103 1.0222 1.0663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0872 1.0650 0.0222 2.1% 0.0128 1.2% 61% False False 509
10 1.1072 1.0650 0.0422 3.9% 0.0110 1.0% 32% False False 482
20 1.1398 1.0650 0.0748 6.9% 0.0121 1.1% 18% False False 377
40 1.2086 1.0650 0.1436 13.3% 0.0095 0.9% 9% False False 227
60 1.2636 1.0650 0.1986 18.4% 0.0073 0.7% 7% False False 155
80 1.2706 1.0650 0.2056 19.1% 0.0060 0.6% 7% False False 117
100 1.2927 1.0650 0.2277 21.1% 0.0050 0.5% 6% False False 94
120 1.2953 1.0650 0.2303 21.4% 0.0043 0.4% 6% False False 79
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1618
2.618 1.1327
1.618 1.1149
1.000 1.1039
0.618 1.0971
HIGH 1.0861
0.618 1.0793
0.500 1.0772
0.382 1.0751
LOW 1.0683
0.618 1.0573
1.000 1.0505
1.618 1.0395
2.618 1.0217
4.250 0.9927
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 1.0781 1.0775
PP 1.0776 1.0765
S1 1.0772 1.0756

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

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