CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 25-Apr-2013
Day Change Summary
Previous Current
24-Apr-2013 25-Apr-2013 Change Change % Previous Week
Open 1.0067 1.0057 -0.0010 -0.1% 1.0180
High 1.0081 1.0111 0.0030 0.3% 1.0387
Low 1.0041 1.0055 0.0014 0.1% 1.0041
Close 1.0058 1.0075 0.0017 0.2% 1.0056
Range 0.0040 0.0056 0.0016 40.0% 0.0346
ATR 0.0122 0.0117 -0.0005 -3.9% 0.0000
Volume 233 65 -168 -72.1% 2,154
Daily Pivots for day following 25-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0248 1.0218 1.0106
R3 1.0192 1.0162 1.0090
R2 1.0136 1.0136 1.0085
R1 1.0106 1.0106 1.0080 1.0121
PP 1.0080 1.0080 1.0080 1.0088
S1 1.0050 1.0050 1.0070 1.0065
S2 1.0024 1.0024 1.0065
S3 0.9968 0.9994 1.0060
S4 0.9912 0.9938 1.0044
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 1.0188 1.0024 0.0164 1.6% 0.0085 0.8% 31% False False 109
10 1.0387 1.0024 0.0363 3.6% 0.0114 1.1% 14% False False 286
20 1.0810 1.0016 0.0794 7.9% 0.0126 1.2% 7% False False 265
40 1.0870 1.0016 0.0854 8.5% 0.0107 1.1% 7% False False 157
60 1.1025 1.0016 0.1009 10.0% 0.0100 1.0% 6% False False 118
80 1.1569 1.0016 0.1553 15.4% 0.0092 0.9% 4% False False 94
100 1.2254 1.0016 0.2238 22.2% 0.0081 0.8% 3% False False 76
120 1.2640 1.0016 0.2624 26.0% 0.0070 0.7% 2% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0349
2.618 1.0258
1.618 1.0202
1.000 1.0167
0.618 1.0146
HIGH 1.0111
0.618 1.0090
0.500 1.0083
0.382 1.0076
LOW 1.0055
0.618 1.0020
1.000 0.9999
1.618 0.9964
2.618 0.9908
4.250 0.9817
Fisher Pivots for day following 25-Apr-2013
Pivot 1 day 3 day
R1 1.0083 1.0100
PP 1.0080 1.0091
S1 1.0078 1.0083

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

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