CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 1.0721 1.0713 -0.0008 -0.1% 1.1002
High 1.0730 1.0736 0.0006 0.1% 1.1083
Low 1.0717 1.0700 -0.0017 -0.2% 1.0800
Close 1.0730 1.0730 0.0000 0.0% 1.0804
Range 0.0013 0.0036 0.0023 176.9% 0.0283
ATR 0.0099 0.0095 -0.0005 -4.6% 0.0000
Volume 7 6 -1 -14.3% 191
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0830 1.0816 1.0750
R3 1.0794 1.0780 1.0740
R2 1.0758 1.0758 1.0737
R1 1.0744 1.0744 1.0733 1.0751
PP 1.0722 1.0722 1.0722 1.0726
S1 1.0708 1.0708 1.0727 1.0715
S2 1.0686 1.0686 1.0723
S3 1.0650 1.0672 1.0720
S4 1.0614 1.0636 1.0710
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 1.0700 0.0325 3.0% 0.0069 0.6% 9% False True 47
10 1.1280 1.0700 0.0580 5.4% 0.0077 0.7% 5% False True 41
20 1.1455 1.0700 0.0755 7.0% 0.0077 0.7% 4% False True 32
40 1.2200 1.0700 0.1500 14.0% 0.0058 0.5% 2% False True 20
60 1.2640 1.0700 0.1940 18.1% 0.0045 0.4% 2% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0889
2.618 1.0830
1.618 1.0794
1.000 1.0772
0.618 1.0758
HIGH 1.0736
0.618 1.0722
0.500 1.0718
0.382 1.0714
LOW 1.0700
0.618 1.0678
1.000 1.0664
1.618 1.0642
2.618 1.0606
4.250 1.0547
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 1.0726 1.0777
PP 1.0722 1.0761
S1 1.0718 1.0746

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

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