CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 1.0762 1.0802 0.0040 0.4% 1.0743
High 1.0762 1.0807 0.0045 0.4% 1.0859
Low 1.0689 1.0773 0.0084 0.8% 1.0720
Close 1.0689 1.0773 0.0084 0.8% 1.0737
Range 0.0073 0.0034 -0.0039 -53.4% 0.0139
ATR
Volume 44 20 -24 -54.5% 60
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0886 1.0864 1.0792
R3 1.0852 1.0830 1.0782
R2 1.0818 1.0818 1.0779
R1 1.0796 1.0796 1.0776 1.0790
PP 1.0784 1.0784 1.0784 1.0782
S1 1.0762 1.0762 1.0770 1.0756
S2 1.0750 1.0750 1.0767
S3 1.0716 1.0728 1.0764
S4 1.0682 1.0694 1.0754
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% 0.0077 0.7% 56% False False 24
10 1.0859 1.0664 0.0195 1.8% 0.0067 0.6% 56% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0952
2.618 1.0896
1.618 1.0862
1.000 1.0841
0.618 1.0828
HIGH 1.0807
0.618 1.0794
0.500 1.0790
0.382 1.0786
LOW 1.0773
0.618 1.0752
1.000 1.0739
1.618 1.0718
2.618 1.0684
4.250 1.0629
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 1.0790 1.0761
PP 1.0784 1.0748
S1 1.0779 1.0736

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

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