CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 1.0907 1.0859 -0.0048 -0.4% 1.0690
High 1.0907 1.0859 -0.0048 -0.4% 1.0807
Low 1.0863 1.0820 -0.0043 -0.4% 1.0664
Close 1.0863 1.0820 -0.0043 -0.4% 1.0738
Range 0.0044 0.0039 -0.0005 -11.4% 0.0143
ATR 0.0101 0.0097 -0.0004 -4.1% 0.0000
Volume 16 1 -15 -93.8% 77
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0950 1.0924 1.0841
R3 1.0911 1.0885 1.0831
R2 1.0872 1.0872 1.0827
R1 1.0846 1.0846 1.0824 1.0840
PP 1.0833 1.0833 1.0833 1.0830
S1 1.0807 1.0807 1.0816 1.0801
S2 1.0794 1.0794 1.0813
S3 1.0755 1.0768 1.0809
S4 1.0716 1.0729 1.0799
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% 48% False False 12
10 1.1000 1.0655 0.0345 3.2% 0.0093 0.9% 48% False False 18
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1025
2.618 1.0961
1.618 1.0922
1.000 1.0898
0.618 1.0883
HIGH 1.0859
0.618 1.0844
0.500 1.0840
0.382 1.0835
LOW 1.0820
0.618 1.0796
1.000 1.0781
1.618 1.0757
2.618 1.0718
4.250 1.0654
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 1.0840 1.0910
PP 1.0833 1.0880
S1 1.0827 1.0850

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

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