CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 1.1001 1.1022 0.0021 0.2% 1.1130
High 1.1015 1.1025 0.0010 0.1% 1.1393
Low 1.0965 1.0946 -0.0019 -0.2% 1.1006
Close 1.0987 1.0964 -0.0023 -0.2% 1.1013
Range 0.0050 0.0079 0.0029 58.0% 0.0387
ATR 0.0094 0.0093 -0.0001 -1.2% 0.0000
Volume 44 31 -13 -29.5% 184
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.1215 1.1169 1.1007
R3 1.1136 1.1090 1.0986
R2 1.1057 1.1057 1.0978
R1 1.1011 1.1011 1.0971 1.0995
PP 1.0978 1.0978 1.0978 1.0970
S1 1.0932 1.0932 1.0957 1.0916
S2 1.0899 1.0899 1.0950
S3 1.0820 1.0853 1.0942
S4 1.0741 1.0774 1.0921
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 1.1087 1.0946 0.0141 1.3% 0.0063 0.6% 13% False True 26
10 1.1393 1.0946 0.0447 4.1% 0.0097 0.9% 4% False True 34
20 1.1528 1.0946 0.0582 5.3% 0.0073 0.7% 3% False True 25
40 1.2254 1.0946 0.1308 11.9% 0.0054 0.5% 1% False True 15
60 1.2640 1.0946 0.1694 15.5% 0.0041 0.4% 1% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1361
2.618 1.1232
1.618 1.1153
1.000 1.1104
0.618 1.1074
HIGH 1.1025
0.618 1.0995
0.500 1.0986
0.382 1.0976
LOW 1.0946
0.618 1.0897
1.000 1.0867
1.618 1.0818
2.618 1.0739
4.250 1.0610
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 1.0986 1.1015
PP 1.0978 1.0998
S1 1.0971 1.0981

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

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