CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 1.0193 1.0128 -0.0065 -0.6% 1.0738
High 1.0193 1.0128 -0.0065 -0.6% 1.0800
Low 1.0085 1.0094 0.0009 0.1% 1.0261
Close 1.0104 1.0094 -0.0010 -0.1% 1.0261
Range 0.0108 0.0034 -0.0074 -68.5% 0.0539
ATR 0.0110 0.0105 -0.0005 -4.9% 0.0000
Volume 18 24 6 33.3% 101
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0207 1.0185 1.0113
R3 1.0173 1.0151 1.0103
R2 1.0139 1.0139 1.0100
R1 1.0117 1.0117 1.0097 1.0111
PP 1.0105 1.0105 1.0105 1.0103
S1 1.0083 1.0083 1.0091 1.0077
S2 1.0071 1.0071 1.0088
S3 1.0037 1.0049 1.0085
S4 1.0003 1.0015 1.0075
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 1.0799 1.0085 0.0714 7.1% 0.0143 1.4% 1% False False 27
10 1.0800 1.0085 0.0715 7.1% 0.0088 0.9% 1% False False 15
20 1.0800 1.0085 0.0715 7.1% 0.0076 0.8% 1% False False 14
40 1.1000 1.0085 0.0915 9.1% 0.0069 0.7% 1% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0273
2.618 1.0217
1.618 1.0183
1.000 1.0162
0.618 1.0149
HIGH 1.0128
0.618 1.0115
0.500 1.0111
0.382 1.0107
LOW 1.0094
0.618 1.0073
1.000 1.0060
1.618 1.0039
2.618 1.0005
4.250 0.9950
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 1.0111 1.0250
PP 1.0105 1.0198
S1 1.0100 1.0146

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

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