CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 10-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 10-Apr-2013 Change Change % Previous Week
Open 1.0128 1.0093 -0.0035 -0.3% 1.0738
High 1.0128 1.0093 -0.0035 -0.3% 1.0800
Low 1.0094 1.0043 -0.0051 -0.5% 1.0261
Close 1.0094 1.0043 -0.0051 -0.5% 1.0261
Range 0.0034 0.0050 0.0016 47.1% 0.0539
ATR 0.0105 0.0101 -0.0004 -3.7% 0.0000
Volume 24 5 -19 -79.2% 101
Daily Pivots for day following 10-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0210 1.0176 1.0071
R3 1.0160 1.0126 1.0057
R2 1.0110 1.0110 1.0052
R1 1.0076 1.0076 1.0048 1.0068
PP 1.0060 1.0060 1.0060 1.0056
S1 1.0026 1.0026 1.0038 1.0018
S2 1.0010 1.0010 1.0034
S3 0.9960 0.9976 1.0029
S4 0.9910 0.9926 1.0016
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 1.0734 1.0043 0.0691 6.9% 0.0134 1.3% 0% False True 27
10 1.0800 1.0043 0.0757 7.5% 0.0089 0.9% 0% False True 15
20 1.0800 1.0043 0.0757 7.5% 0.0075 0.7% 0% False True 14
40 1.1000 1.0043 0.0957 9.5% 0.0070 0.7% 0% False True 13
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0306
2.618 1.0224
1.618 1.0174
1.000 1.0143
0.618 1.0124
HIGH 1.0093
0.618 1.0074
0.500 1.0068
0.382 1.0062
LOW 1.0043
0.618 1.0012
1.000 0.9993
1.618 0.9962
2.618 0.9912
4.250 0.9831
Fisher Pivots for day following 10-Apr-2013
Pivot 1 day 3 day
R1 1.0068 1.0118
PP 1.0060 1.0093
S1 1.0051 1.0068

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

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