CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 1.0738 1.0753 0.0015 0.1% 1.0573
High 1.0738 1.0800 0.0062 0.6% 1.0700
Low 1.0737 1.0737 0.0000 0.0% 1.0565
Close 1.0737 1.0737 0.0000 0.0% 1.0654
Range 0.0001 0.0063 0.0062 6,200.0% 0.0135
ATR 0.0079 0.0078 -0.0001 -1.4% 0.0000
Volume 1 5 4 400.0% 22
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0947 1.0905 1.0772
R3 1.0884 1.0842 1.0754
R2 1.0821 1.0821 1.0749
R1 1.0779 1.0779 1.0743 1.0769
PP 1.0758 1.0758 1.0758 1.0753
S1 1.0716 1.0716 1.0731 1.0706
S2 1.0695 1.0695 1.0725
S3 1.0632 1.0653 1.0720
S4 1.0569 1.0590 1.0702
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1045 1.0984 1.0728
R3 1.0910 1.0849 1.0691
R2 1.0775 1.0775 1.0679
R1 1.0714 1.0714 1.0666 1.0745
PP 1.0640 1.0640 1.0640 1.0655
S1 1.0579 1.0579 1.0642 1.0610
S2 1.0505 1.0505 1.0629
S3 1.0370 1.0444 1.0617
S4 1.0235 1.0309 1.0580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0800 1.0565 0.0235 2.2% 0.0034 0.3% 73% True False 4
10 1.0800 1.0450 0.0350 3.3% 0.0057 0.5% 82% True False 7
20 1.0800 1.0384 0.0416 3.9% 0.0049 0.5% 85% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1068
2.618 1.0965
1.618 1.0902
1.000 1.0863
0.618 1.0839
HIGH 1.0800
0.618 1.0776
0.500 1.0769
0.382 1.0761
LOW 1.0737
0.618 1.0698
1.000 1.0674
1.618 1.0635
2.618 1.0572
4.250 1.0469
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 1.0769 1.0734
PP 1.0758 1.0730
S1 1.0748 1.0727

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

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