CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 1.0070 1.0350 0.0280 2.8% 1.0193
High 1.0200 1.0374 0.0174 1.7% 1.0200
Low 1.0070 1.0301 0.0231 2.3% 1.0028
Close 1.0136 1.0301 0.0165 1.6% 1.0136
Range 0.0130 0.0073 -0.0057 -43.8% 0.0172
ATR 0.0101 0.0111 0.0010 9.6% 0.0000
Volume 3 14 11 366.7% 58
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0544 1.0496 1.0341
R3 1.0471 1.0423 1.0321
R2 1.0398 1.0398 1.0314
R1 1.0350 1.0350 1.0308 1.0338
PP 1.0325 1.0325 1.0325 1.0319
S1 1.0277 1.0277 1.0294 1.0265
S2 1.0252 1.0252 1.0288
S3 1.0179 1.0204 1.0281
S4 1.0106 1.0131 1.0261
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0637 1.0559 1.0231
R3 1.0465 1.0387 1.0183
R2 1.0293 1.0293 1.0168
R1 1.0215 1.0215 1.0152 1.0168
PP 1.0121 1.0121 1.0121 1.0098
S1 1.0043 1.0043 1.0120 0.9996
S2 0.9949 0.9949 1.0104
S3 0.9777 0.9871 1.0089
S4 0.9605 0.9699 1.0041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0374 1.0028 0.0346 3.4% 0.0064 0.6% 79% True False 10
10 1.0800 1.0028 0.0772 7.5% 0.0106 1.0% 35% False False 17
20 1.0800 1.0028 0.0772 7.5% 0.0083 0.8% 35% False False 12
40 1.1000 1.0028 0.0972 9.4% 0.0072 0.7% 28% False False 13
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0684
2.618 1.0565
1.618 1.0492
1.000 1.0447
0.618 1.0419
HIGH 1.0374
0.618 1.0346
0.500 1.0338
0.382 1.0329
LOW 1.0301
0.618 1.0256
1.000 1.0228
1.618 1.0183
2.618 1.0110
4.250 0.9991
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 1.0338 1.0268
PP 1.0325 1.0234
S1 1.0313 1.0201

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

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