CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 19-Apr-2013
Day Change Summary
Previous Current
18-Apr-2013 19-Apr-2013 Change Change % Previous Week
Open 1.0213 1.0170 -0.0043 -0.4% 1.0350
High 1.0213 1.0170 -0.0043 -0.4% 1.0374
Low 1.0213 1.0064 -0.0149 -1.5% 1.0064
Close 1.0213 1.0064 -0.0149 -1.5% 1.0064
Range 0.0000 0.0106 0.0106 0.0310
ATR 0.0103 0.0106 0.0003 3.2% 0.0000
Volume 4 4 0 0.0% 34
Daily Pivots for day following 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0417 1.0347 1.0122
R3 1.0311 1.0241 1.0093
R2 1.0205 1.0205 1.0083
R1 1.0135 1.0135 1.0074 1.0117
PP 1.0099 1.0099 1.0099 1.0091
S1 1.0029 1.0029 1.0054 1.0011
S2 0.9993 0.9993 1.0045
S3 0.9887 0.9923 1.0035
S4 0.9781 0.9817 1.0006
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1097 1.0891 1.0235
R3 1.0787 1.0581 1.0149
R2 1.0477 1.0477 1.0121
R1 1.0271 1.0271 1.0092 1.0219
PP 1.0167 1.0167 1.0167 1.0142
S1 0.9961 0.9961 1.0036 0.9909
S2 0.9857 0.9857 1.0007
S3 0.9547 0.9651 0.9979
S4 0.9237 0.9341 0.9894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0374 1.0064 0.0310 3.1% 0.0065 0.6% 0% False True 6
10 1.0374 1.0028 0.0346 3.4% 0.0068 0.7% 10% False False 9
20 1.0800 1.0028 0.0772 7.7% 0.0081 0.8% 5% False False 11
40 1.1000 1.0028 0.0972 9.7% 0.0070 0.7% 4% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0621
2.618 1.0448
1.618 1.0342
1.000 1.0276
0.618 1.0236
HIGH 1.0170
0.618 1.0130
0.500 1.0117
0.382 1.0104
LOW 1.0064
0.618 0.9998
1.000 0.9958
1.618 0.9892
2.618 0.9786
4.250 0.9614
Fisher Pivots for day following 19-Apr-2013
Pivot 1 day 3 day
R1 1.0117 1.0152
PP 1.0099 1.0122
S1 1.0082 1.0093

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

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