CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 1.0027 1.0175 0.0148 1.5% 1.0186
High 1.0198 1.0383 0.0185 1.8% 1.0242
Low 1.0012 1.0134 0.0122 1.2% 1.0008
Close 1.0118 1.0285 0.0167 1.7% 1.0118
Range 0.0186 0.0249 0.0063 33.9% 0.0234
ATR 0.0143 0.0152 0.0009 6.1% 0.0000
Volume 206,490 296,440 89,950 43.6% 1,071,418
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1014 1.0899 1.0422
R3 1.0765 1.0650 1.0353
R2 1.0516 1.0516 1.0331
R1 1.0401 1.0401 1.0308 1.0459
PP 1.0267 1.0267 1.0267 1.0296
S1 1.0152 1.0152 1.0262 1.0210
S2 1.0018 1.0018 1.0239
S3 0.9769 0.9903 1.0217
S4 0.9520 0.9654 1.0148
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0825 1.0705 1.0247
R3 1.0591 1.0471 1.0182
R2 1.0357 1.0357 1.0161
R1 1.0237 1.0237 1.0139 1.0180
PP 1.0123 1.0123 1.0123 1.0094
S1 1.0003 1.0003 1.0097 0.9946
S2 0.9889 0.9889 1.0075
S3 0.9655 0.9769 1.0054
S4 0.9421 0.9535 0.9989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0383 1.0008 0.0375 3.6% 0.0146 1.4% 74% True False 224,014
10 1.0809 1.0008 0.0801 7.8% 0.0177 1.7% 35% False False 239,832
20 1.0809 1.0008 0.0801 7.8% 0.0151 1.5% 35% False False 194,013
40 1.1014 1.0008 0.1006 9.8% 0.0141 1.4% 28% False False 113,098
60 1.1359 1.0008 0.1351 13.1% 0.0139 1.3% 21% False False 75,561
80 1.1944 1.0008 0.1936 18.8% 0.0123 1.2% 14% False False 56,700
100 1.2322 1.0008 0.2314 22.5% 0.0104 1.0% 12% False False 45,363
120 1.2650 1.0008 0.2642 25.7% 0.0092 0.9% 10% False False 37,803
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 0.0036
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1441
2.618 1.1035
1.618 1.0786
1.000 1.0632
0.618 1.0537
HIGH 1.0383
0.618 1.0288
0.500 1.0259
0.382 1.0229
LOW 1.0134
0.618 0.9980
1.000 0.9885
1.618 0.9731
2.618 0.9482
4.250 0.9076
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 1.0276 1.0255
PP 1.0267 1.0225
S1 1.0259 1.0196

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

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