CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 1.0690 1.0762 0.0072 0.7% 1.0743
High 1.0754 1.0762 0.0008 0.1% 1.0859
Low 1.0664 1.0689 0.0025 0.2% 1.0720
Close 1.0734 1.0689 -0.0045 -0.4% 1.0737
Range 0.0090 0.0073 -0.0017 -18.9% 0.0139
ATR
Volume 8 44 36 450.0% 60
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0932 1.0884 1.0729
R3 1.0859 1.0811 1.0709
R2 1.0786 1.0786 1.0702
R1 1.0738 1.0738 1.0696 1.0726
PP 1.0713 1.0713 1.0713 1.0707
S1 1.0665 1.0665 1.0682 1.0653
S2 1.0640 1.0640 1.0676
S3 1.0567 1.0592 1.0669
S4 1.0494 1.0519 1.0649
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1189 1.1102 1.0813
R3 1.1050 1.0963 1.0775
R2 1.0911 1.0911 1.0762
R1 1.0824 1.0824 1.0750 1.0798
PP 1.0772 1.0772 1.0772 1.0759
S1 1.0685 1.0685 1.0724 1.0659
S2 1.0633 1.0633 1.0712
S3 1.0494 1.0546 1.0699
S4 1.0355 1.0407 1.0661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0859 1.0664 0.0195 1.8% 0.0082 0.8% 13% False False 20
10 1.0859 1.0664 0.0195 1.8% 0.0071 0.7% 13% False False 13
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 True
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1072
2.618 1.0953
1.618 1.0880
1.000 1.0835
0.618 1.0807
HIGH 1.0762
0.618 1.0734
0.500 1.0726
0.382 1.0717
LOW 1.0689
0.618 1.0644
1.000 1.0616
1.618 1.0571
2.618 1.0498
4.250 1.0379
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 1.0726 1.0762
PP 1.0713 1.0737
S1 1.0701 1.0713

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

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