CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 1.0507 1.0425 -0.0082 -0.8% 1.0409
High 1.0507 1.0592 0.0085 0.8% 1.0529
Low 1.0425 1.0425 0.0000 0.0% 1.0361
Close 1.0445 1.0553 0.0108 1.0% 1.0492
Range 0.0082 0.0167 0.0085 103.7% 0.0168
ATR 0.0100 0.0105 0.0005 4.8% 0.0000
Volume 39 29 -10 -25.6% 230
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1024 1.0956 1.0645
R3 1.0857 1.0789 1.0599
R2 1.0690 1.0690 1.0584
R1 1.0622 1.0622 1.0568 1.0656
PP 1.0523 1.0523 1.0523 1.0541
S1 1.0455 1.0455 1.0538 1.0489
S2 1.0356 1.0356 1.0522
S3 1.0189 1.0288 1.0507
S4 1.0022 1.0121 1.0461
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0965 1.0896 1.0584
R3 1.0797 1.0728 1.0538
R2 1.0629 1.0629 1.0523
R1 1.0560 1.0560 1.0507 1.0595
PP 1.0461 1.0461 1.0461 1.0478
S1 1.0392 1.0392 1.0477 1.0427
S2 1.0293 1.0293 1.0461
S3 1.0125 1.0224 1.0446
S4 0.9957 1.0056 1.0400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0596 1.0417 0.0179 1.7% 0.0113 1.1% 76% False False 43
10 1.0596 1.0361 0.0235 2.2% 0.0097 0.9% 82% False False 47
20 1.1017 1.0361 0.0656 6.2% 0.0105 1.0% 29% False False 41
40 1.1280 1.0361 0.0919 8.7% 0.0089 0.8% 21% False False 40
60 1.1888 1.0361 0.1527 14.5% 0.0078 0.7% 13% False False 32
80 1.2265 1.0361 0.1904 18.0% 0.0067 0.6% 10% False False 25
100 1.2652 1.0361 0.2291 21.7% 0.0056 0.5% 8% False False 21
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 0.0012
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1302
2.618 1.1029
1.618 1.0862
1.000 1.0759
0.618 1.0695
HIGH 1.0592
0.618 1.0528
0.500 1.0509
0.382 1.0489
LOW 1.0425
0.618 1.0322
1.000 1.0258
1.618 1.0155
2.618 0.9988
4.250 0.9715
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 1.0538 1.0538
PP 1.0523 1.0523
S1 1.0509 1.0509

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

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