CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 1.0430 1.0436 0.0006 0.1% 1.0700
High 1.0440 1.0436 -0.0004 0.0% 1.0778
Low 1.0419 1.0436 0.0017 0.2% 1.0408
Close 1.0440 1.0436 -0.0004 0.0% 1.0464
Range 0.0021 0.0000 -0.0021 -100.0% 0.0370
ATR 0.0086 0.0080 -0.0006 -6.8% 0.0000
Volume 1 62 61 6,100.0% 12
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0436 1.0436 1.0436
R3 1.0436 1.0436 1.0436
R2 1.0436 1.0436 1.0436
R1 1.0436 1.0436 1.0436 1.0436
PP 1.0436 1.0436 1.0436 1.0436
S1 1.0436 1.0436 1.0436 1.0436
S2 1.0436 1.0436 1.0436
S3 1.0436 1.0436 1.0436
S4 1.0436 1.0436 1.0436
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 1.0515 1.0384 0.0131 1.3% 0.0044 0.4% 40% False False 19
10 1.0778 1.0384 0.0394 3.8% 0.0030 0.3% 13% False False 10
20 1.1000 1.0384 0.0616 5.9% 0.0061 0.6% 8% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0436
2.618 1.0436
1.618 1.0436
1.000 1.0436
0.618 1.0436
HIGH 1.0436
0.618 1.0436
0.500 1.0436
0.382 1.0436
LOW 1.0436
0.618 1.0436
1.000 1.0436
1.618 1.0436
2.618 1.0436
4.250 1.0436
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 1.0436 1.0430
PP 1.0436 1.0424
S1 1.0436 1.0418

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

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