CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 1.0553 1.0573 0.0020 0.2% 1.0550
High 1.0626 1.0700 0.0074 0.7% 1.0626
Low 1.0552 1.0573 0.0021 0.2% 1.0450
Close 1.0614 1.0661 0.0047 0.4% 1.0614
Range 0.0074 0.0127 0.0053 71.6% 0.0176
ATR 0.0083 0.0086 0.0003 3.8% 0.0000
Volume 7 7 0 0.0% 58
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1026 1.0970 1.0731
R3 1.0899 1.0843 1.0696
R2 1.0772 1.0772 1.0684
R1 1.0716 1.0716 1.0673 1.0744
PP 1.0645 1.0645 1.0645 1.0659
S1 1.0589 1.0589 1.0649 1.0617
S2 1.0518 1.0518 1.0638
S3 1.0391 1.0462 1.0626
S4 1.0264 1.0335 1.0591
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1091 1.1029 1.0711
R3 1.0915 1.0853 1.0662
R2 1.0739 1.0739 1.0646
R1 1.0677 1.0677 1.0630 1.0708
PP 1.0563 1.0563 1.0563 1.0579
S1 1.0501 1.0501 1.0598 1.0532
S2 1.0387 1.0387 1.0582
S3 1.0211 1.0325 1.0566
S4 1.0035 1.0149 1.0517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0700 1.0450 0.0250 2.3% 0.0080 0.8% 84% True False 10
10 1.0700 1.0384 0.0316 3.0% 0.0063 0.6% 88% True False 13
20 1.1000 1.0384 0.0616 5.8% 0.0052 0.5% 45% False False 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 0.0007
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1240
2.618 1.1032
1.618 1.0905
1.000 1.0827
0.618 1.0778
HIGH 1.0700
0.618 1.0651
0.500 1.0637
0.382 1.0622
LOW 1.0573
0.618 1.0495
1.000 1.0446
1.618 1.0368
2.618 1.0241
4.250 1.0033
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 1.0653 1.0642
PP 1.0645 1.0624
S1 1.0637 1.0605

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

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