CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 1.0382 1.0186 -0.0196 -1.9% 1.0614
High 1.0448 1.0242 -0.0206 -2.0% 1.0809
Low 1.0226 1.0064 -0.0162 -1.6% 1.0226
Close 1.0242 1.0086 -0.0156 -1.5% 1.0242
Range 0.0222 0.0178 -0.0044 -19.8% 0.0583
ATR 0.0148 0.0151 0.0002 1.4% 0.0000
Volume 361,840 247,784 -114,056 -31.5% 1,149,609
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0665 1.0553 1.0184
R3 1.0487 1.0375 1.0135
R2 1.0309 1.0309 1.0119
R1 1.0197 1.0197 1.0102 1.0164
PP 1.0131 1.0131 1.0131 1.0114
S1 1.0019 1.0019 1.0070 0.9986
S2 0.9953 0.9953 1.0053
S3 0.9775 0.9841 1.0037
S4 0.9597 0.9663 0.9988
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.2175 1.1791 1.0563
R3 1.1592 1.1208 1.0402
R2 1.1009 1.1009 1.0349
R1 1.0625 1.0625 1.0295 1.0526
PP 1.0426 1.0426 1.0426 1.0376
S1 1.0042 1.0042 1.0189 0.9943
S2 0.9843 0.9843 1.0135
S3 0.9260 0.9459 1.0082
S4 0.8677 0.8876 0.9921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0809 1.0064 0.0745 7.4% 0.0208 2.1% 3% False True 255,650
10 1.0809 1.0064 0.0745 7.4% 0.0160 1.6% 3% False True 194,905
20 1.0809 1.0064 0.0745 7.4% 0.0139 1.4% 3% False True 163,919
40 1.1014 1.0064 0.0950 9.4% 0.0143 1.4% 2% False True 85,183
60 1.1398 1.0064 0.1334 13.2% 0.0134 1.3% 2% False True 56,910
80 1.2167 1.0064 0.2103 20.9% 0.0117 1.2% 1% False True 42,700
100 1.2636 1.0064 0.2572 25.5% 0.0099 1.0% 1% False True 34,162
120 1.2741 1.0064 0.2677 26.5% 0.0086 0.9% 1% False True 28,469
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0999
2.618 1.0708
1.618 1.0530
1.000 1.0420
0.618 1.0352
HIGH 1.0242
0.618 1.0174
0.500 1.0153
0.382 1.0132
LOW 1.0064
0.618 0.9954
1.000 0.9886
1.618 0.9776
2.618 0.9598
4.250 0.9308
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 1.0153 1.0427
PP 1.0131 1.0313
S1 1.0108 1.0200

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

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