CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 1.0571 1.0515 -0.0056 -0.5% 1.0700
High 1.0571 1.0515 -0.0056 -0.5% 1.0778
Low 1.0571 1.0408 -0.0163 -1.5% 1.0408
Close 1.0571 1.0464 -0.0107 -1.0% 1.0464
Range 0.0000 0.0107 0.0107 0.0370
ATR 0.0089 0.0095 0.0005 5.9% 0.0000
Volume 1 1 0 0.0% 12
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0783 1.0731 1.0523
R3 1.0676 1.0624 1.0493
R2 1.0569 1.0569 1.0484
R1 1.0517 1.0517 1.0474 1.0490
PP 1.0462 1.0462 1.0462 1.0449
S1 1.0410 1.0410 1.0454 1.0383
S2 1.0355 1.0355 1.0444
S3 1.0248 1.0303 1.0435
S4 1.0141 1.0196 1.0405
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1660 1.1432 1.0668
R3 1.1290 1.1062 1.0566
R2 1.0920 1.0920 1.0532
R1 1.0692 1.0692 1.0498 1.0621
PP 1.0550 1.0550 1.0550 1.0515
S1 1.0322 1.0322 1.0430 1.0251
S2 1.0180 1.0180 1.0396
S3 0.9810 0.9952 1.0362
S4 0.9440 0.9582 1.0261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0778 1.0408 0.0370 3.5% 0.0037 0.4% 15% False True 2
10 1.1000 1.0408 0.0592 5.7% 0.0073 0.7% 9% False True 7
20 1.1000 1.0408 0.0592 5.7% 0.0067 0.6% 9% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0970
2.618 1.0795
1.618 1.0688
1.000 1.0622
0.618 1.0581
HIGH 1.0515
0.618 1.0474
0.500 1.0462
0.382 1.0449
LOW 1.0408
0.618 1.0342
1.000 1.0301
1.618 1.0235
2.618 1.0128
4.250 0.9953
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 1.0463 1.0534
PP 1.0462 1.0511
S1 1.0462 1.0487

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

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