CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 1.0700 1.0735 0.0035 0.3% 1.0655
High 1.0734 1.0778 0.0044 0.4% 1.1000
Low 1.0700 1.0735 0.0035 0.3% 1.0655
Close 1.0734 1.0748 0.0014 0.1% 1.0714
Range 0.0034 0.0043 0.0009 26.5% 0.0345
ATR 0.0093 0.0089 -0.0003 -3.8% 0.0000
Volume 1 1 0 0.0% 60
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0883 1.0858 1.0772
R3 1.0840 1.0815 1.0760
R2 1.0797 1.0797 1.0756
R1 1.0772 1.0772 1.0752 1.0785
PP 1.0754 1.0754 1.0754 1.0760
S1 1.0729 1.0729 1.0744 1.0742
S2 1.0711 1.0711 1.0740
S3 1.0668 1.0686 1.0736
S4 1.0625 1.0643 1.0724
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 1.0907 1.0700 0.0207 1.9% 0.0032 0.3% 23% False False 4
10 1.1000 1.0655 0.0345 3.2% 0.0072 0.7% 27% False False 13
20 1.1000 1.0655 0.0345 3.2% 0.0069 0.6% 27% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0961
2.618 1.0891
1.618 1.0848
1.000 1.0821
0.618 1.0805
HIGH 1.0778
0.618 1.0762
0.500 1.0757
0.382 1.0751
LOW 1.0735
0.618 1.0708
1.000 1.0692
1.618 1.0665
2.618 1.0622
4.250 1.0552
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 1.0757 1.0745
PP 1.0754 1.0742
S1 1.0751 1.0739

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

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