CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 1.1522 1.1497 -0.0025 -0.2% 1.1849
High 1.1522 1.1497 -0.0025 -0.2% 1.1888
Low 1.1504 1.1497 -0.0007 -0.1% 1.1597
Close 1.1504 1.1497 -0.0007 -0.1% 1.1646
Range 0.0018 0.0000 -0.0018 -100.0% 0.0291
ATR 0.0067 0.0063 -0.0004 -6.4% 0.0000
Volume 5 1 -4 -80.0% 18
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1497 1.1497 1.1497
R3 1.1497 1.1497 1.1497
R2 1.1497 1.1497 1.1497
R1 1.1497 1.1497 1.1497 1.1497
PP 1.1497 1.1497 1.1497 1.1497
S1 1.1497 1.1497 1.1497 1.1497
S2 1.1497 1.1497 1.1497
S3 1.1497 1.1497 1.1497
S4 1.1497 1.1497 1.1497
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2583 1.2406 1.1806
R3 1.2292 1.2115 1.1726
R2 1.2001 1.2001 1.1699
R1 1.1824 1.1824 1.1673 1.1767
PP 1.1710 1.1710 1.1710 1.1682
S1 1.1533 1.1533 1.1619 1.1476
S2 1.1419 1.1419 1.1593
S3 1.1128 1.1242 1.1566
S4 1.0837 1.0951 1.1486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1658 1.1497 0.0161 1.4% 0.0016 0.1% 0% False True 3
10 1.1956 1.1497 0.0459 4.0% 0.0031 0.3% 0% False True 5
20 1.2200 1.1497 0.0703 6.1% 0.0035 0.3% 0% False True 5
40 1.2640 1.1497 0.1143 9.9% 0.0025 0.2% 0% False True 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1497
2.618 1.1497
1.618 1.1497
1.000 1.1497
0.618 1.1497
HIGH 1.1497
0.618 1.1497
0.500 1.1497
0.382 1.1497
LOW 1.1497
0.618 1.1497
1.000 1.1497
1.618 1.1497
2.618 1.1497
4.250 1.1497
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 1.1497 1.1533
PP 1.1497 1.1521
S1 1.1497 1.1509

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

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