CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 1.0683 1.0725 0.0042 0.4% 1.0677
High 1.0780 1.0725 -0.0055 -0.5% 1.0780
Low 1.0683 1.0725 0.0042 0.4% 1.0665
Close 1.0760 1.0725 -0.0035 -0.3% 1.0725
Range 0.0097 0.0000 -0.0097 -100.0% 0.0115
ATR 0.0085 0.0081 -0.0004 -4.2% 0.0000
Volume 22 13 -9 -40.9% 313
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0725 1.0725 1.0725
R3 1.0725 1.0725 1.0725
R2 1.0725 1.0725 1.0725
R1 1.0725 1.0725 1.0725 1.0725
PP 1.0725 1.0725 1.0725 1.0725
S1 1.0725 1.0725 1.0725 1.0725
S2 1.0725 1.0725 1.0725
S3 1.0725 1.0725 1.0725
S4 1.0725 1.0725 1.0725
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1068 1.1012 1.0788
R3 1.0953 1.0897 1.0757
R2 1.0838 1.0838 1.0746
R1 1.0782 1.0782 1.0736 1.0810
PP 1.0723 1.0723 1.0723 1.0738
S1 1.0667 1.0667 1.0714 1.0695
S2 1.0608 1.0608 1.0704
S3 1.0493 1.0552 1.0693
S4 1.0378 1.0437 1.0662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0780 1.0665 0.0115 1.1% 0.0052 0.5% 52% False False 64
10 1.0804 1.0627 0.0177 1.7% 0.0064 0.6% 55% False False 36
20 1.1087 1.0627 0.0460 4.3% 0.0063 0.6% 21% False False 36
40 1.1709 1.0627 0.1082 10.1% 0.0063 0.6% 9% False False 28
60 1.2265 1.0627 0.1638 15.3% 0.0054 0.5% 6% False False 20
80 1.2652 1.0627 0.2025 18.9% 0.0043 0.4% 5% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.0725
2.618 1.0725
1.618 1.0725
1.000 1.0725
0.618 1.0725
HIGH 1.0725
0.618 1.0725
0.500 1.0725
0.382 1.0725
LOW 1.0725
0.618 1.0725
1.000 1.0725
1.618 1.0725
2.618 1.0725
4.250 1.0725
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 1.0725 1.0727
PP 1.0725 1.0726
S1 1.0725 1.0726

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

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