CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 1.1569 1.1522 -0.0047 -0.4% 1.1849
High 1.1569 1.1522 -0.0047 -0.4% 1.1888
Low 1.1569 1.1504 -0.0065 -0.6% 1.1597
Close 1.1569 1.1504 -0.0065 -0.6% 1.1646
Range 0.0000 0.0018 0.0018 0.0291
ATR 0.0067 0.0067 0.0000 -0.2% 0.0000
Volume 5 5 0 0.0% 18
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1564 1.1552 1.1514
R3 1.1546 1.1534 1.1509
R2 1.1528 1.1528 1.1507
R1 1.1516 1.1516 1.1506 1.1513
PP 1.1510 1.1510 1.1510 1.1509
S1 1.1498 1.1498 1.1502 1.1495
S2 1.1492 1.1492 1.1501
S3 1.1474 1.1480 1.1499
S4 1.1456 1.1462 1.1494
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2583 1.2406 1.1806
R3 1.2292 1.2115 1.1726
R2 1.2001 1.2001 1.1699
R1 1.1824 1.1824 1.1673 1.1767
PP 1.1710 1.1710 1.1710 1.1682
S1 1.1533 1.1533 1.1619 1.1476
S2 1.1419 1.1419 1.1593
S3 1.1128 1.1242 1.1566
S4 1.0837 1.0951 1.1486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1709 1.1504 0.0205 1.8% 0.0021 0.2% 0% False True 4
10 1.1956 1.1504 0.0452 3.9% 0.0034 0.3% 0% False True 6
20 1.2254 1.1504 0.0750 6.5% 0.0035 0.3% 0% False True 5
40 1.2640 1.1504 0.1136 9.9% 0.0025 0.2% 0% False True 4
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1599
2.618 1.1569
1.618 1.1551
1.000 1.1540
0.618 1.1533
HIGH 1.1522
0.618 1.1515
0.500 1.1513
0.382 1.1511
LOW 1.1504
0.618 1.1493
1.000 1.1486
1.618 1.1475
2.618 1.1457
4.250 1.1428
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 1.1513 1.1575
PP 1.1510 1.1551
S1 1.1507 1.1528

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

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