CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 1.1364 1.1280 -0.0084 -0.7% 1.1195
High 1.1393 1.1280 -0.0113 -1.0% 1.1375
Low 1.1300 1.1089 -0.0211 -1.9% 1.1127
Close 1.1304 1.1139 -0.0165 -1.5% 1.1133
Range 0.0093 0.0191 0.0098 105.4% 0.0248
ATR 0.0091 0.0100 0.0009 9.8% 0.0000
Volume 68 78 10 14.7% 94
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1742 1.1632 1.1244
R3 1.1551 1.1441 1.1192
R2 1.1360 1.1360 1.1174
R1 1.1250 1.1250 1.1157 1.1210
PP 1.1169 1.1169 1.1169 1.1149
S1 1.1059 1.1059 1.1121 1.1019
S2 1.0978 1.0978 1.1104
S3 1.0787 1.0868 1.1086
S4 1.0596 1.0677 1.1034
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 1.1393 1.1089 0.0304 2.7% 0.0130 1.2% 16% False True 41
10 1.1393 1.1089 0.0304 2.7% 0.0092 0.8% 16% False True 26
20 1.1709 1.1089 0.0620 5.6% 0.0062 0.6% 8% False True 19
40 1.2265 1.1089 0.1176 10.6% 0.0049 0.4% 4% False True 12
60 1.2652 1.1089 0.1563 14.0% 0.0036 0.3% 3% False True 10
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 0.0007
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.2092
2.618 1.1780
1.618 1.1589
1.000 1.1471
0.618 1.1398
HIGH 1.1280
0.618 1.1207
0.500 1.1185
0.382 1.1162
LOW 1.1089
0.618 1.0971
1.000 1.0898
1.618 1.0780
2.618 1.0589
4.250 1.0277
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 1.1185 1.1241
PP 1.1169 1.1207
S1 1.1154 1.1173

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

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