CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 1.1256 1.1358 0.0102 0.9% 1.1396
High 1.1324 1.1375 0.0051 0.5% 1.1528
Low 1.1255 1.1325 0.0070 0.6% 1.1215
Close 1.1286 1.1325 0.0039 0.3% 1.1239
Range 0.0069 0.0050 -0.0019 -27.5% 0.0313
ATR 0.0080 0.0080 0.0001 0.8% 0.0000
Volume 9 16 7 77.8% 117
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1492 1.1458 1.1353
R3 1.1442 1.1408 1.1339
R2 1.1392 1.1392 1.1334
R1 1.1358 1.1358 1.1330 1.1350
PP 1.1342 1.1342 1.1342 1.1338
S1 1.1308 1.1308 1.1320 1.1300
S2 1.1292 1.1292 1.1316
S3 1.1242 1.1258 1.1311
S4 1.1192 1.1208 1.1298
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2266 1.2066 1.1411
R3 1.1953 1.1753 1.1325
R2 1.1640 1.1640 1.1296
R1 1.1440 1.1440 1.1268 1.1384
PP 1.1327 1.1327 1.1327 1.1299
S1 1.1127 1.1127 1.1210 1.1071
S2 1.1014 1.1014 1.1182
S3 1.0701 1.0814 1.1153
S4 1.0388 1.0501 1.1067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1385 1.1195 0.0190 1.7% 0.0053 0.5% 68% False False 11
10 1.1528 1.1195 0.0333 2.9% 0.0049 0.4% 39% False False 16
20 1.1956 1.1195 0.0761 6.7% 0.0042 0.4% 17% False False 11
40 1.2360 1.1195 0.1165 10.3% 0.0036 0.3% 11% False False 7
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1588
2.618 1.1506
1.618 1.1456
1.000 1.1425
0.618 1.1406
HIGH 1.1375
0.618 1.1356
0.500 1.1350
0.382 1.1344
LOW 1.1325
0.618 1.1294
1.000 1.1275
1.618 1.1244
2.618 1.1194
4.250 1.1113
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 1.1350 1.1312
PP 1.1342 1.1298
S1 1.1333 1.1285

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

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