CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 1.0057 1.0093 0.0036 0.4% 1.0024
High 1.0111 1.0258 0.0147 1.5% 1.0258
Low 1.0055 1.0079 0.0024 0.2% 1.0024
Close 1.0075 1.0189 0.0114 1.1% 1.0189
Range 0.0056 0.0179 0.0123 219.6% 0.0234
ATR 0.0117 0.0122 0.0005 4.0% 0.0000
Volume 65 89 24 36.9% 581
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0712 1.0630 1.0287
R3 1.0533 1.0451 1.0238
R2 1.0354 1.0354 1.0222
R1 1.0272 1.0272 1.0205 1.0313
PP 1.0175 1.0175 1.0175 1.0196
S1 1.0093 1.0093 1.0173 1.0134
S2 0.9996 0.9996 1.0156
S3 0.9817 0.9914 1.0140
S4 0.9638 0.9735 1.0091
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0859 1.0758 1.0318
R3 1.0625 1.0524 1.0253
R2 1.0391 1.0391 1.0232
R1 1.0290 1.0290 1.0210 1.0341
PP 1.0157 1.0157 1.0157 1.0182
S1 1.0056 1.0056 1.0168 1.0107
S2 0.9923 0.9923 1.0146
S3 0.9689 0.9822 1.0125
S4 0.9455 0.9588 1.0060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0258 1.0024 0.0234 2.3% 0.0091 0.9% 71% True False 116
10 1.0387 1.0024 0.0363 3.6% 0.0117 1.2% 45% False False 273
20 1.0810 1.0016 0.0794 7.8% 0.0133 1.3% 22% False False 268
40 1.0816 1.0016 0.0800 7.9% 0.0110 1.1% 22% False False 158
60 1.1025 1.0016 0.1009 9.9% 0.0103 1.0% 17% False False 119
80 1.1528 1.0016 0.1512 14.8% 0.0094 0.9% 11% False False 95
100 1.2254 1.0016 0.2238 22.0% 0.0082 0.8% 8% False False 77
120 1.2640 1.0016 0.2624 25.8% 0.0071 0.7% 7% False False 65
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 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1019
2.618 1.0727
1.618 1.0548
1.000 1.0437
0.618 1.0369
HIGH 1.0258
0.618 1.0190
0.500 1.0169
0.382 1.0147
LOW 1.0079
0.618 0.9968
1.000 0.9900
1.618 0.9789
2.618 0.9610
4.250 0.9318
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 1.0182 1.0176
PP 1.0175 1.0163
S1 1.0169 1.0150

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

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