CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 1.0820 1.0721 -0.0099 -0.9% 1.1002
High 1.0853 1.0730 -0.0123 -1.1% 1.1083
Low 1.0772 1.0717 -0.0055 -0.5% 1.0800
Close 1.0845 1.0730 -0.0115 -1.1% 1.0804
Range 0.0081 0.0013 -0.0068 -84.0% 0.0283
ATR 0.0097 0.0099 0.0002 2.3% 0.0000
Volume 112 7 -105 -93.8% 191
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0765 1.0760 1.0737
R3 1.0752 1.0747 1.0734
R2 1.0739 1.0739 1.0732
R1 1.0734 1.0734 1.0731 1.0737
PP 1.0726 1.0726 1.0726 1.0727
S1 1.0721 1.0721 1.0729 1.0724
S2 1.0713 1.0713 1.0728
S3 1.0700 1.0708 1.0726
S4 1.0687 1.0695 1.0723
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 1.1025 1.0717 0.0308 2.9% 0.0071 0.7% 4% False True 54
10 1.1393 1.0717 0.0676 6.3% 0.0083 0.8% 2% False True 47
20 1.1528 1.0717 0.0811 7.6% 0.0080 0.7% 2% False True 35
40 1.2200 1.0717 0.1483 13.8% 0.0059 0.5% 1% False True 19
60 1.2640 1.0717 0.1923 17.9% 0.0045 0.4% 1% False True 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.0785
2.618 1.0764
1.618 1.0751
1.000 1.0743
0.618 1.0738
HIGH 1.0730
0.618 1.0725
0.500 1.0724
0.382 1.0722
LOW 1.0717
0.618 1.0709
1.000 1.0704
1.618 1.0696
2.618 1.0683
4.250 1.0662
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 1.0728 1.0826
PP 1.0726 1.0794
S1 1.0724 1.0762

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

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