CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 1.0189 1.0213 0.0024 0.2% 1.0193
High 1.0239 1.0213 -0.0026 -0.3% 1.0200
Low 1.0189 1.0213 0.0024 0.2% 1.0028
Close 1.0239 1.0213 -0.0026 -0.3% 1.0136
Range 0.0050 0.0000 -0.0050 -100.0% 0.0172
ATR 0.0109 0.0103 -0.0006 -5.4% 0.0000
Volume 9 4 -5 -55.6% 58
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0213 1.0213 1.0213
R3 1.0213 1.0213 1.0213
R2 1.0213 1.0213 1.0213
R1 1.0213 1.0213 1.0213 1.0213
PP 1.0213 1.0213 1.0213 1.0213
S1 1.0213 1.0213 1.0213 1.0213
S2 1.0213 1.0213 1.0213
S3 1.0213 1.0213 1.0213
S4 1.0213 1.0213 1.0213
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 1.0070 0.0304 3.0% 0.0070 0.7% 47% False False 6
10 1.0415 1.0028 0.0387 3.8% 0.0073 0.7% 48% False False 15
20 1.0800 1.0028 0.0772 7.6% 0.0080 0.8% 24% False False 11
40 1.1000 1.0028 0.0972 9.5% 0.0068 0.7% 19% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0213
1.618 1.0213
1.000 1.0213
0.618 1.0213
HIGH 1.0213
0.618 1.0213
0.500 1.0213
0.382 1.0213
LOW 1.0213
0.618 1.0213
1.000 1.0213
1.618 1.0213
2.618 1.0213
4.250 1.0213
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 1.0213 1.0257
PP 1.0213 1.0242
S1 1.0213 1.0228

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

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