CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 1.0599 1.0614 0.0015 0.1% 1.0584
High 1.0659 1.0740 0.0081 0.8% 1.0698
Low 1.0594 1.0601 0.0007 0.1% 1.0536
Close 1.0633 1.0716 0.0083 0.8% 1.0633
Range 0.0065 0.0139 0.0074 113.8% 0.0162
ATR 0.0122 0.0123 0.0001 1.0% 0.0000
Volume 123,589 119,142 -4,447 -3.6% 551,657
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1103 1.1048 1.0792
R3 1.0964 1.0909 1.0754
R2 1.0825 1.0825 1.0741
R1 1.0770 1.0770 1.0729 1.0798
PP 1.0686 1.0686 1.0686 1.0699
S1 1.0631 1.0631 1.0703 1.0659
S2 1.0547 1.0547 1.0691
S3 1.0408 1.0492 1.0678
S4 1.0269 1.0353 1.0640
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1108 1.1033 1.0722
R3 1.0946 1.0871 1.0678
R2 1.0784 1.0784 1.0663
R1 1.0709 1.0709 1.0648 1.0747
PP 1.0622 1.0622 1.0622 1.0641
S1 1.0547 1.0547 1.0618 1.0585
S2 1.0460 1.0460 1.0603
S3 1.0298 1.0385 1.0588
S4 1.0136 1.0223 1.0544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0740 1.0536 0.0204 1.9% 0.0111 1.0% 88% True False 134,159
10 1.0740 1.0407 0.0333 3.1% 0.0124 1.2% 93% True False 148,194
20 1.0771 1.0345 0.0426 4.0% 0.0116 1.1% 87% False False 104,776
40 1.1014 1.0345 0.0669 6.2% 0.0132 1.2% 55% False False 53,293
60 1.1521 1.0345 0.1176 11.0% 0.0125 1.2% 32% False False 35,618
80 1.2242 1.0345 0.1897 17.7% 0.0106 1.0% 20% False False 26,722
100 1.2636 1.0345 0.2291 21.4% 0.0091 0.8% 16% False False 21,380
120 1.2827 1.0345 0.2482 23.2% 0.0078 0.7% 15% False False 17,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1331
2.618 1.1104
1.618 1.0965
1.000 1.0879
0.618 1.0826
HIGH 1.0740
0.618 1.0687
0.500 1.0671
0.382 1.0654
LOW 1.0601
0.618 1.0515
1.000 1.0462
1.618 1.0376
2.618 1.0237
4.250 1.0010
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 1.0701 1.0691
PP 1.0686 1.0666
S1 1.0671 1.0641

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

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