CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 1.0187 1.0024 -0.0163 -1.6% 1.0180
High 1.0188 1.0104 -0.0084 -0.8% 1.0387
Low 1.0041 1.0024 -0.0017 -0.2% 1.0041
Close 1.0056 1.0069 0.0013 0.1% 1.0056
Range 0.0147 0.0080 -0.0067 -45.6% 0.0346
ATR 0.0134 0.0130 -0.0004 -2.9% 0.0000
Volume 53 123 70 132.1% 2,154
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0306 1.0267 1.0113
R3 1.0226 1.0187 1.0091
R2 1.0146 1.0146 1.0084
R1 1.0107 1.0107 1.0076 1.0127
PP 1.0066 1.0066 1.0066 1.0075
S1 1.0027 1.0027 1.0062 1.0047
S2 0.9986 0.9986 1.0054
S3 0.9906 0.9947 1.0047
S4 0.9826 0.9867 1.0025
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1199 1.0974 1.0246
R3 1.0853 1.0628 1.0151
R2 1.0507 1.0507 1.0119
R1 1.0282 1.0282 1.0088 1.0222
PP 1.0161 1.0161 1.0161 1.0131
S1 0.9936 0.9936 1.0024 0.9876
S2 0.9815 0.9815 0.9993
S3 0.9469 0.9590 0.9961
S4 0.9123 0.9244 0.9866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0362 1.0024 0.0338 3.4% 0.0114 1.1% 13% False True 390
10 1.0387 1.0016 0.0371 3.7% 0.0122 1.2% 14% False False 413
20 1.0810 1.0016 0.0794 7.9% 0.0129 1.3% 7% False False 260
40 1.1017 1.0016 0.1001 9.9% 0.0119 1.2% 5% False False 152
60 1.1087 1.0016 0.1071 10.6% 0.0100 1.0% 5% False False 113
80 1.1709 1.0016 0.1693 16.8% 0.0091 0.9% 3% False False 90
100 1.2265 1.0016 0.2249 22.3% 0.0080 0.8% 2% False False 72
120 1.2652 1.0016 0.2636 26.2% 0.0068 0.7% 2% False False 61
Crabel Price Patterns
NR True
NR4 False
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 True
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0444
2.618 1.0313
1.618 1.0233
1.000 1.0184
0.618 1.0153
HIGH 1.0104
0.618 1.0073
0.500 1.0064
0.382 1.0055
LOW 1.0024
0.618 0.9975
1.000 0.9944
1.618 0.9895
2.618 0.9815
4.250 0.9684
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 1.0067 1.0126
PP 1.0066 1.0107
S1 1.0064 1.0088

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

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