CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 1.0651 1.0586 -0.0065 -0.6% 1.0550
High 1.0651 1.0622 -0.0029 -0.3% 1.0626
Low 1.0608 1.0565 -0.0043 -0.4% 1.0450
Close 1.0608 1.0622 0.0014 0.1% 1.0614
Range 0.0043 0.0057 0.0014 32.6% 0.0176
ATR 0.0083 0.0082 -0.0002 -2.3% 0.0000
Volume 7 3 -4 -57.1% 58
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0774 1.0755 1.0653
R3 1.0717 1.0698 1.0638
R2 1.0660 1.0660 1.0632
R1 1.0641 1.0641 1.0627 1.0651
PP 1.0603 1.0603 1.0603 1.0608
S1 1.0584 1.0584 1.0617 1.0594
S2 1.0546 1.0546 1.0612
S3 1.0489 1.0527 1.0606
S4 1.0432 1.0470 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 1.0510 0.0190 1.8% 0.0078 0.7% 59% False False 6
10 1.0700 1.0436 0.0264 2.5% 0.0065 0.6% 70% False False 13
20 1.0859 1.0384 0.0475 4.5% 0.0049 0.5% 50% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0864
2.618 1.0771
1.618 1.0714
1.000 1.0679
0.618 1.0657
HIGH 1.0622
0.618 1.0600
0.500 1.0594
0.382 1.0587
LOW 1.0565
0.618 1.0530
1.000 1.0508
1.618 1.0473
2.618 1.0416
4.250 1.0323
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 1.0613 1.0633
PP 1.0603 1.0629
S1 1.0594 1.0626

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

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