CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 1.0983 1.0903 -0.0080 -0.7% 1.0989
High 1.1023 1.0945 -0.0078 -0.7% 1.1074
Low 1.0897 1.0760 -0.0137 -1.3% 1.0760
Close 1.0945 1.0785 -0.0160 -1.5% 1.0785
Range 0.0126 0.0185 0.0059 46.8% 0.0314
ATR 0.0126 0.0130 0.0004 3.4% 0.0000
Volume 157,560 260,531 102,971 65.4% 916,167
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1385 1.1270 1.0887
R3 1.1200 1.1085 1.0836
R2 1.1015 1.1015 1.0819
R1 1.0900 1.0900 1.0802 1.0865
PP 1.0830 1.0830 1.0830 1.0813
S1 1.0715 1.0715 1.0768 1.0680
S2 1.0645 1.0645 1.0751
S3 1.0460 1.0530 1.0734
S4 1.0275 1.0345 1.0683
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1815 1.1614 1.0958
R3 1.1501 1.1300 1.0871
R2 1.1187 1.1187 1.0843
R1 1.0986 1.0986 1.0814 1.0930
PP 1.0873 1.0873 1.0873 1.0845
S1 1.0672 1.0672 1.0756 1.0616
S2 1.0559 1.0559 1.0727
S3 1.0245 1.0358 1.0699
S4 0.9931 1.0044 1.0612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1074 1.0760 0.0314 2.9% 0.0113 1.0% 8% False True 183,233
10 1.1360 1.0760 0.0600 5.6% 0.0138 1.3% 4% False True 208,850
20 1.1522 1.0760 0.0762 7.1% 0.0139 1.3% 3% False True 194,948
40 1.2231 1.0760 0.1471 13.6% 0.0111 1.0% 2% False True 138,315
60 1.2658 1.0760 0.1898 17.6% 0.0103 1.0% 1% False True 92,682
80 1.2830 1.0760 0.2070 19.2% 0.0089 0.8% 1% False True 69,525
100 1.2950 1.0760 0.2190 20.3% 0.0081 0.8% 1% False True 55,627
120 1.2950 1.0760 0.2190 20.3% 0.0071 0.7% 1% False True 46,357
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 0.0028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1731
2.618 1.1429
1.618 1.1244
1.000 1.1130
0.618 1.1059
HIGH 1.0945
0.618 1.0874
0.500 1.0853
0.382 1.0831
LOW 1.0760
0.618 1.0646
1.000 1.0575
1.618 1.0461
2.618 1.0276
4.250 0.9974
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 1.0853 1.0894
PP 1.0830 1.0857
S1 1.0808 1.0821

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

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