CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1.1463 1.1454 -0.0009 -0.1% 1.1654
High 1.1521 1.1454 -0.0067 -0.6% 1.1654
Low 1.1459 1.1331 -0.0128 -1.1% 1.1331
Close 1.1486 1.1360 -0.0126 -1.1% 1.1360
Range 0.0062 0.0123 0.0061 98.4% 0.0323
ATR 0.0069 0.0075 0.0006 8.9% 0.0000
Volume 84 113 29 34.5% 536
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1751 1.1678 1.1428
R3 1.1628 1.1555 1.1394
R2 1.1505 1.1505 1.1383
R1 1.1432 1.1432 1.1371 1.1407
PP 1.1382 1.1382 1.1382 1.1369
S1 1.1309 1.1309 1.1349 1.1284
S2 1.1259 1.1259 1.1337
S3 1.1136 1.1186 1.1326
S4 1.1013 1.1063 1.1292
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2417 1.2212 1.1538
R3 1.2094 1.1889 1.1449
R2 1.1771 1.1771 1.1419
R1 1.1566 1.1566 1.1390 1.1507
PP 1.1448 1.1448 1.1448 1.1419
S1 1.1243 1.1243 1.1330 1.1184
S2 1.1125 1.1125 1.1301
S3 1.0802 1.0920 1.1271
S4 1.0479 1.0597 1.1182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1654 1.1331 0.0323 2.8% 0.0080 0.7% 9% False True 115
10 1.1944 1.1331 0.0613 5.4% 0.0073 0.6% 5% False True 73
20 1.2180 1.1331 0.0849 7.5% 0.0057 0.5% 3% False True 47
40 1.2636 1.1331 0.1305 11.5% 0.0044 0.4% 2% False True 28
60 1.2826 1.1331 0.1495 13.2% 0.0034 0.3% 2% False True 21
80 1.2953 1.1331 0.1622 14.3% 0.0028 0.2% 2% False True 16
100 1.2953 1.1331 0.1622 14.3% 0.0023 0.2% 2% False True 13
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 0.0008
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 1.1977
2.618 1.1776
1.618 1.1653
1.000 1.1577
0.618 1.1530
HIGH 1.1454
0.618 1.1407
0.500 1.1393
0.382 1.1378
LOW 1.1331
0.618 1.1255
1.000 1.1208
1.618 1.1132
2.618 1.1009
4.250 1.0808
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1.1393 1.1426
PP 1.1382 1.1404
S1 1.1371 1.1382

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

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