CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 1.1083 1.1002 -0.0081 -0.7% 1.1130
High 1.1087 1.1062 -0.0025 -0.2% 1.1393
Low 1.1006 1.1002 -0.0004 0.0% 1.1006
Close 1.1013 1.1042 0.0029 0.3% 1.1013
Range 0.0081 0.0060 -0.0021 -25.9% 0.0387
ATR 0.0102 0.0099 -0.0003 -2.9% 0.0000
Volume 23 19 -4 -17.4% 184
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1215 1.1189 1.1075
R3 1.1155 1.1129 1.1059
R2 1.1095 1.1095 1.1053
R1 1.1069 1.1069 1.1048 1.1082
PP 1.1035 1.1035 1.1035 1.1042
S1 1.1009 1.1009 1.1037 1.1022
S2 1.0975 1.0975 1.1031
S3 1.0915 1.0949 1.1026
S4 1.0855 1.0889 1.1009
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.2298 1.2043 1.1226
R3 1.1911 1.1656 1.1119
R2 1.1524 1.1524 1.1084
R1 1.1269 1.1269 1.1048 1.1203
PP 1.1137 1.1137 1.1137 1.1105
S1 1.0882 1.0882 1.0978 1.0816
S2 1.0750 1.0750 1.0942
S3 1.0363 1.0495 1.0907
S4 0.9976 1.0108 1.0800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1393 1.1002 0.0391 3.5% 0.0118 1.1% 10% False True 40
10 1.1393 1.1002 0.0391 3.5% 0.0093 0.8% 10% False True 29
20 1.1646 1.1002 0.0644 5.8% 0.0067 0.6% 6% False True 21
40 1.2254 1.1002 0.1252 11.3% 0.0051 0.5% 3% False True 13
60 1.2640 1.1002 0.1638 14.8% 0.0038 0.3% 2% False True 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1317
2.618 1.1219
1.618 1.1159
1.000 1.1122
0.618 1.1099
HIGH 1.1062
0.618 1.1039
0.500 1.1032
0.382 1.1025
LOW 1.1002
0.618 1.0965
1.000 1.0942
1.618 1.0905
2.618 1.0845
4.250 1.0747
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 1.1039 1.1141
PP 1.1035 1.1108
S1 1.1032 1.1075

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

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