CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 1.0550 1.0509 -0.0041 -0.4% 1.0435
High 1.0595 1.0550 -0.0045 -0.4% 1.0504
Low 1.0505 1.0508 0.0003 0.0% 1.0384
Close 1.0505 1.0543 0.0038 0.4% 1.0503
Range 0.0090 0.0042 -0.0048 -53.3% 0.0120
ATR 0.0080 0.0078 -0.0003 -3.1% 0.0000
Volume 11 11 0 0.0% 95
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0660 1.0643 1.0566
R3 1.0618 1.0601 1.0555
R2 1.0576 1.0576 1.0551
R1 1.0559 1.0559 1.0547 1.0568
PP 1.0534 1.0534 1.0534 1.0538
S1 1.0517 1.0517 1.0539 1.0526
S2 1.0492 1.0492 1.0535
S3 1.0450 1.0475 1.0531
S4 1.0408 1.0433 1.0520
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0824 1.0783 1.0569
R3 1.0704 1.0663 1.0536
R2 1.0584 1.0584 1.0525
R1 1.0543 1.0543 1.0514 1.0564
PP 1.0464 1.0464 1.0464 1.0474
S1 1.0423 1.0423 1.0492 1.0444
S2 1.0344 1.0344 1.0481
S3 1.0224 1.0303 1.0470
S4 1.0104 1.0183 1.0437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0595 1.0419 0.0176 1.7% 0.0041 0.4% 70% False False 17
10 1.0660 1.0384 0.0276 2.6% 0.0041 0.4% 58% False False 12
20 1.1000 1.0384 0.0616 5.8% 0.0057 0.5% 26% False False 12
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0729
2.618 1.0660
1.618 1.0618
1.000 1.0592
0.618 1.0576
HIGH 1.0550
0.618 1.0534
0.500 1.0529
0.382 1.0524
LOW 1.0508
0.618 1.0482
1.000 1.0466
1.618 1.0440
2.618 1.0398
4.250 1.0330
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 1.0538 1.0536
PP 1.0534 1.0529
S1 1.0529 1.0523

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

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