CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 1.0407 1.0193 -0.0214 -2.1% 1.0738
High 1.0415 1.0193 -0.0222 -2.1% 1.0800
Low 1.0261 1.0085 -0.0176 -1.7% 1.0261
Close 1.0261 1.0104 -0.0157 -1.5% 1.0261
Range 0.0154 0.0108 -0.0046 -29.9% 0.0539
ATR 0.0105 0.0110 0.0005 4.8% 0.0000
Volume 66 18 -48 -72.7% 101
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0451 1.0386 1.0163
R3 1.0343 1.0278 1.0134
R2 1.0235 1.0235 1.0124
R1 1.0170 1.0170 1.0114 1.0149
PP 1.0127 1.0127 1.0127 1.0117
S1 1.0062 1.0062 1.0094 1.0041
S2 1.0019 1.0019 1.0084
S3 0.9911 0.9954 1.0074
S4 0.9803 0.9846 1.0045
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.2058 1.1698 1.0557
R3 1.1519 1.1159 1.0409
R2 1.0980 1.0980 1.0360
R1 1.0620 1.0620 1.0310 1.0531
PP 1.0441 1.0441 1.0441 1.0396
S1 1.0081 1.0081 1.0212 0.9992
S2 0.9902 0.9902 1.0162
S3 0.9363 0.9542 1.0113
S4 0.8824 0.9003 0.9965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0800 1.0085 0.0715 7.1% 0.0148 1.5% 3% False True 23
10 1.0800 1.0085 0.0715 7.1% 0.0098 1.0% 3% False True 14
20 1.0800 1.0085 0.0715 7.1% 0.0075 0.7% 3% False True 14
40 1.1000 1.0085 0.0915 9.1% 0.0071 0.7% 2% False True 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0652
2.618 1.0476
1.618 1.0368
1.000 1.0301
0.618 1.0260
HIGH 1.0193
0.618 1.0152
0.500 1.0139
0.382 1.0126
LOW 1.0085
0.618 1.0018
1.000 0.9977
1.618 0.9910
2.618 0.9802
4.250 0.9626
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 1.0139 1.0410
PP 1.0127 1.0308
S1 1.0116 1.0206

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

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