CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 1.0515 1.0435 -0.0080 -0.8% 1.0700
High 1.0515 1.0435 -0.0080 -0.8% 1.0778
Low 1.0408 1.0409 0.0001 0.0% 1.0408
Close 1.0464 1.0415 -0.0049 -0.5% 1.0464
Range 0.0107 0.0026 -0.0081 -75.7% 0.0370
ATR 0.0095 0.0092 -0.0003 -3.0% 0.0000
Volume 1 26 25 2,500.0% 12
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0498 1.0482 1.0429
R3 1.0472 1.0456 1.0422
R2 1.0446 1.0446 1.0420
R1 1.0430 1.0430 1.0417 1.0425
PP 1.0420 1.0420 1.0420 1.0417
S1 1.0404 1.0404 1.0413 1.0399
S2 1.0394 1.0394 1.0410
S3 1.0368 1.0378 1.0408
S4 1.0342 1.0352 1.0401
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 3.6% 0.0036 0.3% 2% False False 7
10 1.1000 1.0408 0.0592 5.7% 0.0041 0.4% 1% False False 9
20 1.1000 1.0408 0.0592 5.7% 0.0063 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 True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0546
2.618 1.0503
1.618 1.0477
1.000 1.0461
0.618 1.0451
HIGH 1.0435
0.618 1.0425
0.500 1.0422
0.382 1.0419
LOW 1.0409
0.618 1.0393
1.000 1.0383
1.618 1.0367
2.618 1.0341
4.250 1.0299
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 1.0422 1.0490
PP 1.0420 1.0465
S1 1.0417 1.0440

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

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