CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 1.0735 1.0657 -0.0078 -0.7% 1.0655
High 1.0778 1.0660 -0.0118 -1.1% 1.1000
Low 1.0735 1.0657 -0.0078 -0.7% 1.0655
Close 1.0748 1.0660 -0.0088 -0.8% 1.0714
Range 0.0043 0.0003 -0.0040 -93.0% 0.0345
ATR 0.0089 0.0089 0.0000 0.1% 0.0000
Volume 1 8 7 700.0% 60
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0668 1.0667 1.0662
R3 1.0665 1.0664 1.0661
R2 1.0662 1.0662 1.0661
R1 1.0661 1.0661 1.0660 1.0662
PP 1.0659 1.0659 1.0659 1.0659
S1 1.0658 1.0658 1.0660 1.0659
S2 1.0656 1.0656 1.0659
S3 1.0653 1.0655 1.0659
S4 1.0650 1.0652 1.0658
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 1.0859 1.0657 0.0202 1.9% 0.0024 0.2% 1% False True 2
10 1.1000 1.0655 0.0345 3.2% 0.0065 0.6% 1% False False 9
20 1.1000 1.0655 0.0345 3.2% 0.0068 0.6% 1% False False 11
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0673
2.618 1.0668
1.618 1.0665
1.000 1.0663
0.618 1.0662
HIGH 1.0660
0.618 1.0659
0.500 1.0659
0.382 1.0658
LOW 1.0657
0.618 1.0655
1.000 1.0654
1.618 1.0652
2.618 1.0649
4.250 1.0644
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 1.0660 1.0718
PP 1.0659 1.0698
S1 1.0659 1.0679

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

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