CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 1.0859 1.0714 -0.0145 -1.3% 1.0655
High 1.0859 1.0714 -0.0145 -1.3% 1.1000
Low 1.0820 1.0714 -0.0106 -1.0% 1.0655
Close 1.0820 1.0714 -0.0106 -1.0% 1.0714
Range 0.0039 0.0000 -0.0039 -100.0% 0.0345
ATR 0.0097 0.0097 0.0001 0.7% 0.0000
Volume 1 1 0 0.0% 60
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0714 1.0714 1.0714
R3 1.0714 1.0714 1.0714
R2 1.0714 1.0714 1.0714
R1 1.0714 1.0714 1.0714 1.0714
PP 1.0714 1.0714 1.0714 1.0714
S1 1.0714 1.0714 1.0714 1.0714
S2 1.0714 1.0714 1.0714
S3 1.0714 1.0714 1.0714
S4 1.0714 1.0714 1.0714
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1825 1.1614 1.0904
R3 1.1480 1.1269 1.0809
R2 1.1135 1.1135 1.0777
R1 1.0924 1.0924 1.0746 1.1030
PP 1.0790 1.0790 1.0790 1.0842
S1 1.0579 1.0579 1.0682 1.0685
S2 1.0445 1.0445 1.0651
S3 1.0100 1.0234 1.0619
S4 0.9755 0.9889 1.0524
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% 17% False False 12
10 1.1000 1.0655 0.0345 3.2% 0.0086 0.8% 17% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0714
2.618 1.0714
1.618 1.0714
1.000 1.0714
0.618 1.0714
HIGH 1.0714
0.618 1.0714
0.500 1.0714
0.382 1.0714
LOW 1.0714
0.618 1.0714
1.000 1.0714
1.618 1.0714
2.618 1.0714
4.250 1.0714
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 1.0714 1.0811
PP 1.0714 1.0778
S1 1.0714 1.0746

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

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