CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 1.0287 1.0212 -0.0075 -0.7% 1.0215
High 1.0301 1.0212 -0.0089 -0.9% 1.0310
Low 1.0171 1.0086 -0.0085 -0.8% 1.0086
Close 1.0216 1.0105 -0.0111 -1.1% 1.0105
Range 0.0130 0.0126 -0.0004 -3.1% 0.0224
ATR 0.0116 0.0117 0.0001 0.9% 0.0000
Volume 131 74 -57 -43.5% 851
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0512 1.0435 1.0174
R3 1.0386 1.0309 1.0140
R2 1.0260 1.0260 1.0128
R1 1.0183 1.0183 1.0117 1.0159
PP 1.0134 1.0134 1.0134 1.0122
S1 1.0057 1.0057 1.0093 1.0033
S2 1.0008 1.0008 1.0082
S3 0.9882 0.9931 1.0070
S4 0.9756 0.9805 1.0036
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0839 1.0696 1.0228
R3 1.0615 1.0472 1.0167
R2 1.0391 1.0391 1.0146
R1 1.0248 1.0248 1.0126 1.0208
PP 1.0167 1.0167 1.0167 1.0147
S1 1.0024 1.0024 1.0084 0.9984
S2 0.9943 0.9943 1.0064
S3 0.9719 0.9800 1.0043
S4 0.9495 0.9576 0.9982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0310 1.0086 0.0224 2.2% 0.0102 1.0% 8% False True 170
10 1.0310 1.0024 0.0286 2.8% 0.0096 1.0% 28% False False 143
20 1.0387 1.0016 0.0371 3.7% 0.0112 1.1% 24% False False 284
40 1.0810 1.0016 0.0794 7.9% 0.0113 1.1% 11% False False 176
60 1.1017 1.0016 0.1001 9.9% 0.0105 1.0% 9% False False 129
80 1.1455 1.0016 0.1439 14.2% 0.0098 1.0% 6% False False 105
100 1.2200 1.0016 0.2184 21.6% 0.0087 0.9% 4% False False 85
120 1.2640 1.0016 0.2624 26.0% 0.0075 0.7% 3% False False 72
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 False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0748
2.618 1.0542
1.618 1.0416
1.000 1.0338
0.618 1.0290
HIGH 1.0212
0.618 1.0164
0.500 1.0149
0.382 1.0134
LOW 1.0086
0.618 1.0008
1.000 0.9960
1.618 0.9882
2.618 0.9756
4.250 0.9551
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 1.0149 1.0198
PP 1.0134 1.0167
S1 1.0120 1.0136

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

View Archives - Comment on this page... - Back to Index of Symbols