CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 16-Apr-2013
Day Change Summary
Previous Current
15-Apr-2013 16-Apr-2013 Change Change % Previous Week
Open 1.0175 1.0354 0.0179 1.8% 1.0186
High 1.0383 1.0365 -0.0018 -0.2% 1.0242
Low 1.0134 1.0190 0.0056 0.6% 1.0008
Close 1.0285 1.0267 -0.0018 -0.2% 1.0118
Range 0.0249 0.0175 -0.0074 -29.7% 0.0234
ATR 0.0152 0.0154 0.0002 1.1% 0.0000
Volume 296,440 219,823 -76,617 -25.8% 1,071,418
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0799 1.0708 1.0363
R3 1.0624 1.0533 1.0315
R2 1.0449 1.0449 1.0299
R1 1.0358 1.0358 1.0283 1.0316
PP 1.0274 1.0274 1.0274 1.0253
S1 1.0183 1.0183 1.0251 1.0141
S2 1.0099 1.0099 1.0235
S3 0.9924 1.0008 1.0219
S4 0.9749 0.9833 1.0171
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0825 1.0705 1.0247
R3 1.0591 1.0471 1.0182
R2 1.0357 1.0357 1.0161
R1 1.0237 1.0237 1.0139 1.0180
PP 1.0123 1.0123 1.0123 1.0094
S1 1.0003 1.0003 1.0097 0.9946
S2 0.9889 0.9889 1.0075
S3 0.9655 0.9769 1.0054
S4 0.9421 0.9535 0.9989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0383 1.0008 0.0375 3.7% 0.0159 1.5% 69% False False 225,241
10 1.0792 1.0008 0.0784 7.6% 0.0183 1.8% 33% False False 246,983
20 1.0809 1.0008 0.0801 7.8% 0.0152 1.5% 32% False False 195,541
40 1.1014 1.0008 0.1006 9.8% 0.0141 1.4% 26% False False 118,571
60 1.1359 1.0008 0.1351 13.2% 0.0138 1.3% 19% False False 79,222
80 1.1944 1.0008 0.1936 18.9% 0.0125 1.2% 13% False False 59,448
100 1.2268 1.0008 0.2260 22.0% 0.0106 1.0% 11% False False 47,561
120 1.2650 1.0008 0.2642 25.7% 0.0094 0.9% 10% False False 39,635
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1109
2.618 1.0823
1.618 1.0648
1.000 1.0540
0.618 1.0473
HIGH 1.0365
0.618 1.0298
0.500 1.0278
0.382 1.0257
LOW 1.0190
0.618 1.0082
1.000 1.0015
1.618 0.9907
2.618 0.9732
4.250 0.9446
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 1.0278 1.0244
PP 1.0274 1.0221
S1 1.0271 1.0198

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

View Archives - Comment on this page... - Back to Index of Symbols