CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 1.0239 1.0220 -0.0019 -0.2% 1.0078
High 1.0239 1.0220 -0.0019 -0.2% 1.0239
Low 1.0198 1.0220 0.0022 0.2% 1.0066
Close 1.0198 1.0220 0.0022 0.2% 1.0198
Range 0.0041 0.0000 -0.0041 -100.0% 0.0173
ATR 0.0087 0.0082 -0.0005 -5.3% 0.0000
Volume 7 2 -5 -71.4% 24
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0220 1.0220 1.0220
R3 1.0220 1.0220 1.0220
R2 1.0220 1.0220 1.0220
R1 1.0220 1.0220 1.0220 1.0220
PP 1.0220 1.0220 1.0220 1.0220
S1 1.0220 1.0220 1.0220 1.0220
S2 1.0220 1.0220 1.0220
S3 1.0220 1.0220 1.0220
S4 1.0220 1.0220 1.0220
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0687 1.0615 1.0293
R3 1.0514 1.0442 1.0246
R2 1.0341 1.0341 1.0230
R1 1.0269 1.0269 1.0214 1.0305
PP 1.0168 1.0168 1.0168 1.0186
S1 1.0096 1.0096 1.0182 1.0132
S2 0.9995 0.9995 1.0166
S3 0.9822 0.9923 1.0150
S4 0.9649 0.9750 1.0103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0239 1.0066 0.0173 1.7% 0.0008 0.1% 89% False False 3
10 1.0325 1.0064 0.0261 2.6% 0.0029 0.3% 60% False False 4
20 1.0800 1.0028 0.0772 7.6% 0.0068 0.7% 25% False False 10
40 1.0800 1.0028 0.0772 7.6% 0.0058 0.6% 25% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0220
2.618 1.0220
1.618 1.0220
1.000 1.0220
0.618 1.0220
HIGH 1.0220
0.618 1.0220
0.500 1.0220
0.382 1.0220
LOW 1.0220
0.618 1.0220
1.000 1.0220
1.618 1.0220
2.618 1.0220
4.250 1.0220
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 1.0220 1.0200
PP 1.0220 1.0181
S1 1.0220 1.0161

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

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