CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 1.1396 1.1468 0.0072 0.6% 1.1569
High 1.1430 1.1528 0.0098 0.9% 1.1569
Low 1.1396 1.1426 0.0030 0.3% 1.1370
Close 1.1410 1.1493 0.0083 0.7% 1.1370
Range 0.0034 0.0102 0.0068 200.0% 0.0199
ATR 0.0067 0.0071 0.0004 5.5% 0.0000
Volume 4 54 50 1,250.0% 12
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1788 1.1743 1.1549
R3 1.1686 1.1641 1.1521
R2 1.1584 1.1584 1.1512
R1 1.1539 1.1539 1.1502 1.1562
PP 1.1482 1.1482 1.1482 1.1494
S1 1.1437 1.1437 1.1484 1.1460
S2 1.1380 1.1380 1.1474
S3 1.1278 1.1335 1.1465
S4 1.1176 1.1233 1.1437
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2033 1.1901 1.1479
R3 1.1834 1.1702 1.1425
R2 1.1635 1.1635 1.1406
R1 1.1503 1.1503 1.1388 1.1470
PP 1.1436 1.1436 1.1436 1.1420
S1 1.1304 1.1304 1.1352 1.1271
S2 1.1237 1.1237 1.1334
S3 1.1038 1.1105 1.1315
S4 1.0839 1.0906 1.1261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1528 1.1370 0.0158 1.4% 0.0041 0.4% 78% True False 13
10 1.1888 1.1370 0.0518 4.5% 0.0035 0.3% 24% False False 8
20 1.2200 1.1370 0.0830 7.2% 0.0040 0.3% 15% False False 7
40 1.2640 1.1370 0.1270 11.1% 0.0030 0.3% 10% False False 5
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 0.0007
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 1.1962
2.618 1.1795
1.618 1.1693
1.000 1.1630
0.618 1.1591
HIGH 1.1528
0.618 1.1489
0.500 1.1477
0.382 1.1465
LOW 1.1426
0.618 1.1363
1.000 1.1324
1.618 1.1261
2.618 1.1159
4.250 1.0993
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 1.1488 1.1478
PP 1.1482 1.1464
S1 1.1477 1.1449

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

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