CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 1.0714 1.0700 -0.0014 -0.1% 1.0655
High 1.0714 1.0734 0.0020 0.2% 1.1000
Low 1.0714 1.0700 -0.0014 -0.1% 1.0655
Close 1.0714 1.0734 0.0020 0.2% 1.0714
Range 0.0000 0.0034 0.0034 0.0345
ATR 0.0097 0.0093 -0.0005 -4.6% 0.0000
Volume 1 1 0 0.0% 60
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0825 1.0813 1.0753
R3 1.0791 1.0779 1.0743
R2 1.0757 1.0757 1.0740
R1 1.0745 1.0745 1.0737 1.0751
PP 1.0723 1.0723 1.0723 1.0726
S1 1.0711 1.0711 1.0731 1.0717
S2 1.0689 1.0689 1.0728
S3 1.0655 1.0677 1.0725
S4 1.0621 1.0643 1.0715
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 1.0700 0.0300 2.8% 0.0045 0.4% 11% False True 11
10 1.1000 1.0655 0.0345 3.2% 0.0077 0.7% 23% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0879
2.618 1.0823
1.618 1.0789
1.000 1.0768
0.618 1.0755
HIGH 1.0734
0.618 1.0721
0.500 1.0717
0.382 1.0713
LOW 1.0700
0.618 1.0679
1.000 1.0666
1.618 1.0645
2.618 1.0611
4.250 1.0556
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 1.0728 1.0780
PP 1.0723 1.0764
S1 1.0717 1.0749

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

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