CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 1.1358 1.1297 -0.0061 -0.5% 1.1396
High 1.1375 1.1297 -0.0078 -0.7% 1.1528
Low 1.1325 1.1127 -0.0198 -1.7% 1.1215
Close 1.1325 1.1132 -0.0193 -1.7% 1.1239
Range 0.0050 0.0170 0.0120 240.0% 0.0313
ATR 0.0080 0.0089 0.0008 10.5% 0.0000
Volume 16 11 -5 -31.3% 117
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1695 1.1584 1.1226
R3 1.1525 1.1414 1.1179
R2 1.1355 1.1355 1.1163
R1 1.1244 1.1244 1.1148 1.1215
PP 1.1185 1.1185 1.1185 1.1171
S1 1.1074 1.1074 1.1116 1.1045
S2 1.1015 1.1015 1.1101
S3 1.0845 1.0904 1.1085
S4 1.0675 1.0734 1.1039
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 1.1375 1.1127 0.0248 2.2% 0.0070 0.6% 2% False True 13
10 1.1528 1.1127 0.0401 3.6% 0.0066 0.6% 1% False True 17
20 1.1956 1.1127 0.0829 7.4% 0.0049 0.4% 1% False True 11
40 1.2306 1.1127 0.1179 10.6% 0.0039 0.3% 0% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1.2020
2.618 1.1742
1.618 1.1572
1.000 1.1467
0.618 1.1402
HIGH 1.1297
0.618 1.1232
0.500 1.1212
0.382 1.1192
LOW 1.1127
0.618 1.1022
1.000 1.0957
1.618 1.0852
2.618 1.0682
4.250 1.0405
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 1.1212 1.1251
PP 1.1185 1.1211
S1 1.1159 1.1172

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

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