CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 1.1195 1.1256 0.0061 0.5% 1.1396
High 1.1212 1.1324 0.0112 1.0% 1.1528
Low 1.1195 1.1255 0.0060 0.5% 1.1215
Close 1.1212 1.1286 0.0074 0.7% 1.1239
Range 0.0017 0.0069 0.0052 305.9% 0.0313
ATR 0.0077 0.0080 0.0002 3.2% 0.0000
Volume 23 9 -14 -60.9% 117
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1495 1.1460 1.1324
R3 1.1426 1.1391 1.1305
R2 1.1357 1.1357 1.1299
R1 1.1322 1.1322 1.1292 1.1340
PP 1.1288 1.1288 1.1288 1.1297
S1 1.1253 1.1253 1.1280 1.1271
S2 1.1219 1.1219 1.1273
S3 1.1150 1.1184 1.1267
S4 1.1081 1.1115 1.1248
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2266 1.2066 1.1411
R3 1.1953 1.1753 1.1325
R2 1.1640 1.1640 1.1296
R1 1.1440 1.1440 1.1268 1.1384
PP 1.1327 1.1327 1.1327 1.1299
S1 1.1127 1.1127 1.1210 1.1071
S2 1.1014 1.1014 1.1182
S3 1.0701 1.0814 1.1153
S4 1.0388 1.0501 1.1067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1455 1.1195 0.0260 2.3% 0.0050 0.4% 35% False False 18
10 1.1528 1.1195 0.0333 3.0% 0.0046 0.4% 27% False False 15
20 1.1961 1.1195 0.0766 6.8% 0.0041 0.4% 12% False False 10
40 1.2360 1.1195 0.1165 10.3% 0.0035 0.3% 8% False False 7
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1617
2.618 1.1505
1.618 1.1436
1.000 1.1393
0.618 1.1367
HIGH 1.1324
0.618 1.1298
0.500 1.1290
0.382 1.1281
LOW 1.1255
0.618 1.1212
1.000 1.1186
1.618 1.1143
2.618 1.1074
4.250 1.0962
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 1.1290 1.1277
PP 1.1288 1.1268
S1 1.1287 1.1260

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

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