CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 1.1123 1.1097 -0.0026 -0.2% 1.1183
High 1.1162 1.1322 0.0160 1.4% 1.1396
Low 1.1091 1.1086 -0.0005 0.0% 1.1091
Close 1.1111 1.1274 0.0163 1.5% 1.1111
Range 0.0071 0.0236 0.0165 232.4% 0.0305
ATR 0.0118 0.0127 0.0008 7.1% 0.0000
Volume 186,900 384,066 197,166 105.5% 1,018,875
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1935 1.1841 1.1404
R3 1.1699 1.1605 1.1339
R2 1.1463 1.1463 1.1317
R1 1.1369 1.1369 1.1296 1.1416
PP 1.1227 1.1227 1.1227 1.1251
S1 1.1133 1.1133 1.1252 1.1180
S2 1.0991 1.0991 1.1231
S3 1.0755 1.0897 1.1209
S4 1.0519 1.0661 1.1144
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2114 1.1918 1.1279
R3 1.1809 1.1613 1.1195
R2 1.1504 1.1504 1.1167
R1 1.1308 1.1308 1.1139 1.1254
PP 1.1199 1.1199 1.1199 1.1172
S1 1.1003 1.1003 1.1083 1.0949
S2 1.0894 1.0894 1.1055
S3 1.0589 1.0698 1.1027
S4 1.0284 1.0393 1.0943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1396 1.1086 0.0310 2.7% 0.0174 1.5% 61% False True 255,739
10 1.1522 1.1086 0.0436 3.9% 0.0144 1.3% 43% False True 204,635
20 1.1934 1.1086 0.0848 7.5% 0.0120 1.1% 22% False True 153,185
40 1.2253 1.1086 0.1167 10.4% 0.0100 0.9% 16% False True 101,007
60 1.2658 1.1086 0.1572 13.9% 0.0094 0.8% 12% False True 67,399
80 1.2934 1.1086 0.1848 16.4% 0.0081 0.7% 10% False True 50,559
100 1.2950 1.1086 0.1864 16.5% 0.0072 0.6% 10% False True 40,452
120 1.2950 1.1086 0.1864 16.5% 0.0062 0.6% 10% False True 33,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2325
2.618 1.1940
1.618 1.1704
1.000 1.1558
0.618 1.1468
HIGH 1.1322
0.618 1.1232
0.500 1.1204
0.382 1.1176
LOW 1.1086
0.618 1.0940
1.000 1.0850
1.618 1.0704
2.618 1.0468
4.250 1.0083
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 1.1251 1.1256
PP 1.1227 1.1237
S1 1.1204 1.1219

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

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