CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 1.0738 1.0655 -0.0083 -0.8% 1.0690
High 1.0738 1.1000 0.0262 2.4% 1.0807
Low 1.0738 1.0655 -0.0083 -0.8% 1.0664
Close 1.0738 1.0829 0.0091 0.8% 1.0738
Range 0.0000 0.0345 0.0345 0.0143
ATR 0.0081 0.0100 0.0019 23.2% 0.0000
Volume 5 5 0 0.0% 77
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1863 1.1691 1.1019
R3 1.1518 1.1346 1.0924
R2 1.1173 1.1173 1.0892
R1 1.1001 1.1001 1.0861 1.1087
PP 1.0828 1.0828 1.0828 1.0871
S1 1.0656 1.0656 1.0797 1.0742
S2 1.0483 1.0483 1.0766
S3 1.0138 1.0311 1.0734
S4 0.9793 0.9966 1.0639
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1165 1.1095 1.0817
R3 1.1022 1.0952 1.0777
R2 1.0879 1.0879 1.0764
R1 1.0809 1.0809 1.0751 1.0844
PP 1.0736 1.0736 1.0736 1.0754
S1 1.0666 1.0666 1.0725 1.0701
S2 1.0593 1.0593 1.0712
S3 1.0450 1.0523 1.0699
S4 1.0307 1.0380 1.0659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1000 1.0655 0.0345 3.2% 0.0108 1.0% 50% True True 16
10 1.1000 1.0655 0.0345 3.2% 0.0084 0.8% 50% True True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2466
2.618 1.1903
1.618 1.1558
1.000 1.1345
0.618 1.1213
HIGH 1.1000
0.618 1.0868
0.500 1.0828
0.382 1.0787
LOW 1.0655
0.618 1.0442
1.000 1.0310
1.618 1.0097
2.618 0.9752
4.250 0.9189
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 1.0829 1.0829
PP 1.0828 1.0828
S1 1.0828 1.0828

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

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