CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 1.0917 1.0820 -0.0097 -0.9% 1.1002
High 1.0934 1.0853 -0.0081 -0.7% 1.1083
Low 1.0800 1.0772 -0.0028 -0.3% 1.0800
Close 1.0804 1.0845 0.0041 0.4% 1.0804
Range 0.0134 0.0081 -0.0053 -39.6% 0.0283
ATR 0.0098 0.0097 -0.0001 -1.3% 0.0000
Volume 80 112 32 40.0% 191
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1066 1.1037 1.0890
R3 1.0985 1.0956 1.0867
R2 1.0904 1.0904 1.0860
R1 1.0875 1.0875 1.0852 1.0890
PP 1.0823 1.0823 1.0823 1.0831
S1 1.0794 1.0794 1.0838 1.0809
S2 1.0742 1.0742 1.0830
S3 1.0661 1.0713 1.0823
S4 1.0580 1.0632 1.0800
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 1.0772 0.0311 2.9% 0.0078 0.7% 23% False True 56
10 1.1393 1.0772 0.0621 5.7% 0.0098 0.9% 12% False True 48
20 1.1528 1.0772 0.0756 7.0% 0.0081 0.7% 10% False True 34
40 1.2200 1.0772 0.1428 13.2% 0.0059 0.5% 5% False True 19
60 1.2640 1.0772 0.1868 17.2% 0.0044 0.4% 4% False True 14
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1197
2.618 1.1065
1.618 1.0984
1.000 1.0934
0.618 1.0903
HIGH 1.0853
0.618 1.0822
0.500 1.0813
0.382 1.0803
LOW 1.0772
0.618 1.0722
1.000 1.0691
1.618 1.0641
2.618 1.0560
4.250 1.0428
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 1.0834 1.0899
PP 1.0823 1.0881
S1 1.0813 1.0863

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

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