CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 22-Jan-2013

Day Change Summary
	Previous	Current
	18-Jan-2013	22-Jan-2013	Change	Change %	Previous Week
Open	1.1130	1.1130	0.0000	0.0%	1.1195
High	1.1160	1.1295	0.0135	1.2%	1.1375
Low	1.1130	1.1130	0.0000	0.0%	1.1127
Close	1.1133	1.1295	0.0162	1.5%	1.1133
Range	0.0030	0.0165	0.0135	450.0%	0.0248
ATR	0.0085	0.0090	0.0006	6.8%	0.0000
Volume	35	15	-20	-57.1%	94

Daily Pivots for day following 22-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1735	1.1680	1.1386
R3	1.1570	1.1515	1.1340
R2	1.1405	1.1405	1.1325
R1	1.1350	1.1350	1.1310	1.1378
PP	1.1240	1.1240	1.1240	1.1254
S1	1.1185	1.1185	1.1280	1.1213
S2	1.1075	1.1075	1.1265
S3	1.0910	1.1020	1.1250
S4	1.0745	1.0855	1.1204

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1956	1.1792	1.1269
R3	1.1708	1.1544	1.1201
R2	1.1460	1.1460	1.1178
R1	1.1296	1.1296	1.1156	1.1254
PP	1.1212	1.1212	1.1212	1.1191
S1	1.1048	1.1048	1.1110	1.1006
S2	1.0964	1.0964	1.1088
S3	1.0716	1.0800	1.1065
S4	1.0468	1.0552	1.0997

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%	0.0097	0.9%	68%	False	False	17
10	1.1528	1.1127	0.0401	3.6%	0.0077	0.7%	42%	False	False	22
20	1.1956	1.1127	0.0829	7.3%	0.0054	0.5%	20%	False	False	13
40	1.2265	1.1127	0.1138	10.1%	0.0043	0.4%	15%	False	False	8

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1996
2.618	1.1727
1.618	1.1562
1.000	1.1460
0.618	1.1397
HIGH	1.1295
0.618	1.1232
0.500	1.1213
0.382	1.1193
LOW	1.1130
0.618	1.1028
1.000	1.0965
1.618	1.0863
2.618	1.0698
4.250	1.0429

Fisher Pivots for day following 22-Jan-2013
Pivot	1 day	3 day
R1	1.1268	1.1267
PP	1.1240	1.1240
S1	1.1213	1.1212

Download as Excel Spreadsheet

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

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