CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 1.0677 1.0689 0.0012 0.1% 1.0720
High 1.0721 1.0728 0.0007 0.1% 1.0780
Low 1.0665 1.0674 0.0009 0.1% 1.0627
Close 1.0721 1.0676 -0.0045 -0.4% 1.0724
Range 0.0056 0.0054 -0.0002 -3.6% 0.0153
ATR 0.0086 0.0083 -0.0002 -2.6% 0.0000
Volume 2 276 274 13,700.0% 39
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0855 1.0819 1.0706
R3 1.0801 1.0765 1.0691
R2 1.0747 1.0747 1.0686
R1 1.0711 1.0711 1.0681 1.0702
PP 1.0693 1.0693 1.0693 1.0688
S1 1.0657 1.0657 1.0671 1.0648
S2 1.0639 1.0639 1.0666
S3 1.0585 1.0603 1.0661
S4 1.0531 1.0549 1.0646
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.1169 1.1100 1.0808
R3 1.1016 1.0947 1.0766
R2 1.0863 1.0863 1.0752
R1 1.0794 1.0794 1.0738 1.0829
PP 1.0710 1.0710 1.0710 1.0728
S1 1.0641 1.0641 1.0710 1.0676
S2 1.0557 1.0557 1.0696
S3 1.0404 1.0488 1.0682
S4 1.0251 1.0335 1.0640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0779 1.0665 0.0114 1.1% 0.0046 0.4% 10% False False 58
10 1.0804 1.0627 0.0177 1.7% 0.0063 0.6% 28% False False 35
20 1.1393 1.0627 0.0766 7.2% 0.0073 0.7% 6% False False 41
40 1.1956 1.0627 0.1329 12.4% 0.0063 0.6% 4% False False 27
60 1.2265 1.0627 0.1638 15.3% 0.0053 0.5% 3% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0958
2.618 1.0869
1.618 1.0815
1.000 1.0782
0.618 1.0761
HIGH 1.0728
0.618 1.0707
0.500 1.0701
0.382 1.0695
LOW 1.0674
0.618 1.0641
1.000 1.0620
1.618 1.0587
2.618 1.0533
4.250 1.0445
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 1.0701 1.0722
PP 1.0693 1.0707
S1 1.0684 1.0691

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

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