CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 1.1022 1.0917 -0.0105 -1.0% 1.1002
High 1.1025 1.0934 -0.0091 -0.8% 1.1083
Low 1.0946 1.0800 -0.0146 -1.3% 1.0800
Close 1.0964 1.0804 -0.0160 -1.5% 1.0804
Range 0.0079 0.0134 0.0055 69.6% 0.0283
ATR 0.0093 0.0098 0.0005 5.4% 0.0000
Volume 31 80 49 158.1% 191
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1248 1.1160 1.0878
R3 1.1114 1.1026 1.0841
R2 1.0980 1.0980 1.0829
R1 1.0892 1.0892 1.0816 1.0869
PP 1.0846 1.0846 1.0846 1.0835
S1 1.0758 1.0758 1.0792 1.0735
S2 1.0712 1.0712 1.0779
S3 1.0578 1.0624 1.0767
S4 1.0444 1.0490 1.0730
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1745 1.1557 1.0960
R3 1.1462 1.1274 1.0882
R2 1.1179 1.1179 1.0856
R1 1.0991 1.0991 1.0830 1.0944
PP 1.0896 1.0896 1.0896 1.0872
S1 1.0708 1.0708 1.0778 1.0661
S2 1.0613 1.0613 1.0752
S3 1.0330 1.0425 1.0726
S4 1.0047 1.0142 1.0648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1083 1.0800 0.0283 2.6% 0.0074 0.7% 1% False True 38
10 1.1393 1.0800 0.0593 5.5% 0.0093 0.9% 1% False True 41
20 1.1528 1.0800 0.0728 6.7% 0.0079 0.7% 1% False True 29
40 1.2200 1.0800 0.1400 13.0% 0.0057 0.5% 0% False True 17
60 1.2640 1.0800 0.1840 17.0% 0.0043 0.4% 0% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1504
2.618 1.1285
1.618 1.1151
1.000 1.1068
0.618 1.1017
HIGH 1.0934
0.618 1.0883
0.500 1.0867
0.382 1.0851
LOW 1.0800
0.618 1.0717
1.000 1.0666
1.618 1.0583
2.618 1.0449
4.250 1.0231
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 1.0867 1.0913
PP 1.0846 1.0876
S1 1.0825 1.0840

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

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