CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 1.0732 1.0771 0.0039 0.4% 1.0814
High 1.0800 1.0848 0.0048 0.4% 1.0848
Low 1.0682 1.0668 -0.0014 -0.1% 1.0600
Close 1.0761 1.0714 -0.0047 -0.4% 1.0714
Range 0.0118 0.0180 0.0062 52.5% 0.0248
ATR 0.0127 0.0131 0.0004 3.0% 0.0000
Volume 814 903 89 10.9% 3,998
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1283 1.1179 1.0813
R3 1.1103 1.0999 1.0764
R2 1.0923 1.0923 1.0747
R1 1.0819 1.0819 1.0731 1.0781
PP 1.0743 1.0743 1.0743 1.0725
S1 1.0639 1.0639 1.0698 1.0601
S2 1.0563 1.0563 1.0681
S3 1.0383 1.0459 1.0665
S4 1.0203 1.0279 1.0615
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1465 1.1337 1.0850
R3 1.1217 1.1089 1.0782
R2 1.0969 1.0969 1.0759
R1 1.0841 1.0841 1.0737 1.0781
PP 1.0721 1.0721 1.0721 1.0691
S1 1.0593 1.0593 1.0691 1.0533
S2 1.0473 1.0473 1.0669
S3 1.0225 1.0345 1.0646
S4 0.9977 1.0097 1.0578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0848 1.0600 0.0248 2.3% 0.0159 1.5% 46% True False 799
10 1.0872 1.0600 0.0272 2.5% 0.0144 1.3% 42% False False 654
20 1.1359 1.0600 0.0759 7.1% 0.0130 1.2% 15% False False 523
40 1.1944 1.0600 0.1344 12.5% 0.0109 1.0% 8% False False 324
60 1.2268 1.0600 0.1668 15.6% 0.0082 0.8% 7% False False 220
80 1.2650 1.0600 0.2050 19.1% 0.0070 0.7% 6% False False 167
100 1.2927 1.0600 0.2327 21.7% 0.0058 0.5% 5% False False 134
120 1.2953 1.0600 0.2353 22.0% 0.0048 0.5% 5% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1613
2.618 1.1319
1.618 1.1139
1.000 1.1028
0.618 1.0959
HIGH 1.0848
0.618 1.0779
0.500 1.0758
0.382 1.0737
LOW 1.0668
0.618 1.0557
1.000 1.0488
1.618 1.0377
2.618 1.0197
4.250 0.9903
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 1.0758 1.0758
PP 1.0743 1.0743
S1 1.0729 1.0729

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

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