CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 1.0083 1.0030 -0.0053 -0.5% 1.0665
High 1.0116 1.0099 -0.0017 -0.2% 1.0810
Low 1.0023 1.0016 -0.0007 -0.1% 1.0235
Close 1.0033 1.0019 -0.0014 -0.1% 1.0250
Range 0.0093 0.0083 -0.0010 -10.8% 0.0575
ATR 0.0126 0.0123 -0.0003 -2.4% 0.0000
Volume 1,151 144 -1,007 -87.5% 539
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0294 1.0239 1.0065
R3 1.0211 1.0156 1.0042
R2 1.0128 1.0128 1.0034
R1 1.0073 1.0073 1.0027 1.0059
PP 1.0045 1.0045 1.0045 1.0038
S1 0.9990 0.9990 1.0011 0.9976
S2 0.9962 0.9962 1.0004
S3 0.9879 0.9907 0.9996
S4 0.9796 0.9824 0.9973
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.2157 1.1778 1.0566
R3 1.1582 1.1203 1.0408
R2 1.1007 1.1007 1.0355
R1 1.0628 1.0628 1.0303 1.0530
PP 1.0432 1.0432 1.0432 1.0383
S1 1.0053 1.0053 1.0197 0.9955
S2 0.9857 0.9857 1.0145
S3 0.9282 0.9478 1.0092
S4 0.8707 0.8903 0.9934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0455 1.0016 0.0439 4.4% 0.0126 1.3% 1% False True 420
10 1.0810 1.0016 0.0794 7.9% 0.0138 1.4% 0% False True 244
20 1.0810 1.0016 0.0794 7.9% 0.0119 1.2% 0% False True 154
40 1.1017 1.0016 0.1001 10.0% 0.0103 1.0% 0% False True 97
60 1.1393 1.0016 0.1377 13.7% 0.0097 1.0% 0% False True 75
80 1.2016 1.0016 0.2000 20.0% 0.0083 0.8% 0% False True 59
100 1.2360 1.0016 0.2344 23.4% 0.0072 0.7% 0% False True 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0452
2.618 1.0316
1.618 1.0233
1.000 1.0182
0.618 1.0150
HIGH 1.0099
0.618 1.0067
0.500 1.0058
0.382 1.0048
LOW 1.0016
0.618 0.9965
1.000 0.9933
1.618 0.9882
2.618 0.9799
4.250 0.9663
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 1.0058 1.0084
PP 1.0045 1.0062
S1 1.0032 1.0041

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

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