CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 1.1280 1.1083 -0.0197 -1.7% 1.1130
High 1.1280 1.1087 -0.0193 -1.7% 1.1393
Low 1.1089 1.1006 -0.0083 -0.7% 1.1006
Close 1.1139 1.1013 -0.0126 -1.1% 1.1013
Range 0.0191 0.0081 -0.0110 -57.6% 0.0387
ATR 0.0100 0.0102 0.0002 2.4% 0.0000
Volume 78 23 -55 -70.5% 184
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1278 1.1227 1.1058
R3 1.1197 1.1146 1.1035
R2 1.1116 1.1116 1.1028
R1 1.1065 1.1065 1.1020 1.1050
PP 1.1035 1.1035 1.1035 1.1028
S1 1.0984 1.0984 1.1006 1.0969
S2 1.0954 1.0954 1.0998
S3 1.0873 1.0903 1.0991
S4 1.0792 1.0822 1.0968
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2298 1.2043 1.1226
R3 1.1911 1.1656 1.1119
R2 1.1524 1.1524 1.1084
R1 1.1269 1.1269 1.1048 1.1203
PP 1.1137 1.1137 1.1137 1.1105
S1 1.0882 1.0882 1.0978 1.0816
S2 1.0750 1.0750 1.0942
S3 1.0363 1.0495 1.0907
S4 0.9976 1.0108 1.0800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1393 1.1006 0.0387 3.5% 0.0112 1.0% 2% False True 43
10 1.1393 1.1006 0.0387 3.5% 0.0091 0.8% 2% False True 28
20 1.1658 1.1006 0.0652 5.9% 0.0065 0.6% 1% False True 20
40 1.2265 1.1006 0.1259 11.4% 0.0050 0.5% 1% False True 12
60 1.2652 1.1006 0.1646 14.9% 0.0038 0.3% 0% False True 10
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1431
2.618 1.1299
1.618 1.1218
1.000 1.1168
0.618 1.1137
HIGH 1.1087
0.618 1.1056
0.500 1.1047
0.382 1.1037
LOW 1.1006
0.618 1.0956
1.000 1.0925
1.618 1.0875
2.618 1.0794
4.250 1.0662
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 1.1047 1.1200
PP 1.1035 1.1137
S1 1.1024 1.1075

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

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