CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 1.1270 1.1296 0.0026 0.2% 1.1183
High 1.1360 1.1313 -0.0047 -0.4% 1.1396
Low 1.1265 1.1045 -0.0220 -2.0% 1.1091
Close 1.1282 1.1119 -0.0163 -1.4% 1.1111
Range 0.0095 0.0268 0.0173 182.1% 0.0305
ATR 0.0124 0.0135 0.0010 8.2% 0.0000
Volume 187,725 213,827 26,102 13.9% 1,018,875
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1963 1.1809 1.1266
R3 1.1695 1.1541 1.1193
R2 1.1427 1.1427 1.1168
R1 1.1273 1.1273 1.1144 1.1216
PP 1.1159 1.1159 1.1159 1.1131
S1 1.1005 1.1005 1.1094 1.0948
S2 1.0891 1.0891 1.1070
S3 1.0623 1.0737 1.1045
S4 1.0355 1.0469 1.0972
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 1.1360 1.1045 0.0315 2.8% 0.0185 1.7% 23% False True 246,293
10 1.1401 1.1045 0.0356 3.2% 0.0153 1.4% 21% False True 215,835
20 1.1739 1.1045 0.0694 6.2% 0.0130 1.2% 11% False True 165,403
40 1.2253 1.1045 0.1208 10.9% 0.0104 0.9% 6% False True 110,974
60 1.2658 1.1045 0.1613 14.5% 0.0097 0.9% 5% False True 74,089
80 1.2863 1.1045 0.1818 16.4% 0.0084 0.8% 4% False True 55,577
100 1.2950 1.1045 0.1905 17.1% 0.0076 0.7% 4% False True 44,467
120 1.2950 1.1045 0.1905 17.1% 0.0065 0.6% 4% False True 37,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 180 trading days
Fibonacci Retracements and Extensions
4.250 1.2452
2.618 1.2015
1.618 1.1747
1.000 1.1581
0.618 1.1479
HIGH 1.1313
0.618 1.1211
0.500 1.1179
0.382 1.1147
LOW 1.1045
0.618 1.0879
1.000 1.0777
1.618 1.0611
2.618 1.0343
4.250 0.9906
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 1.1179 1.1203
PP 1.1159 1.1175
S1 1.1139 1.1147

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

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