CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 1.0721 1.0715 -0.0006 -0.1% 1.0820
High 1.0721 1.0804 0.0083 0.8% 1.0853
Low 1.0675 1.0703 0.0028 0.3% 1.0675
Close 1.0710 1.0797 0.0087 0.8% 1.0797
Range 0.0046 0.0101 0.0055 119.6% 0.0178
ATR 0.0092 0.0093 0.0001 0.7% 0.0000
Volume 21 14 -7 -33.3% 160
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1071 1.1035 1.0853
R3 1.0970 1.0934 1.0825
R2 1.0869 1.0869 1.0816
R1 1.0833 1.0833 1.0806 1.0851
PP 1.0768 1.0768 1.0768 1.0777
S1 1.0732 1.0732 1.0788 1.0750
S2 1.0667 1.0667 1.0778
S3 1.0566 1.0631 1.0769
S4 1.0465 1.0530 1.0741
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1309 1.1231 1.0895
R3 1.1131 1.1053 1.0846
R2 1.0953 1.0953 1.0830
R1 1.0875 1.0875 1.0813 1.0825
PP 1.0775 1.0775 1.0775 1.0750
S1 1.0697 1.0697 1.0781 1.0647
S2 1.0597 1.0597 1.0764
S3 1.0419 1.0519 1.0748
S4 1.0241 1.0341 1.0699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0853 1.0675 0.0178 1.6% 0.0055 0.5% 69% False False 32
10 1.1083 1.0675 0.0408 3.8% 0.0065 0.6% 30% False False 35
20 1.1393 1.0675 0.0718 6.6% 0.0078 0.7% 17% False False 31
40 1.2125 1.0675 0.1450 13.4% 0.0060 0.6% 8% False False 20
60 1.2640 1.0675 0.1965 18.2% 0.0048 0.4% 6% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1233
2.618 1.1068
1.618 1.0967
1.000 1.0905
0.618 1.0866
HIGH 1.0804
0.618 1.0765
0.500 1.0754
0.382 1.0742
LOW 1.0703
0.618 1.0641
1.000 1.0602
1.618 1.0540
2.618 1.0439
4.250 1.0274
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 1.0783 1.0778
PP 1.0768 1.0759
S1 1.0754 1.0740

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

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