CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 1.0753 1.0706 -0.0047 -0.4% 1.0573
High 1.0800 1.0799 -0.0001 0.0% 1.0700
Low 1.0737 1.0706 -0.0031 -0.3% 1.0565
Close 1.0737 1.0793 0.0056 0.5% 1.0654
Range 0.0063 0.0093 0.0030 47.6% 0.0135
ATR 0.0078 0.0079 0.0001 1.4% 0.0000
Volume 5 3 -2 -40.0% 22
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1045 1.1012 1.0844
R3 1.0952 1.0919 1.0819
R2 1.0859 1.0859 1.0810
R1 1.0826 1.0826 1.0802 1.0843
PP 1.0766 1.0766 1.0766 1.0774
S1 1.0733 1.0733 1.0784 1.0750
S2 1.0673 1.0673 1.0776
S3 1.0580 1.0640 1.0767
S4 1.0487 1.0547 1.0742
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.1045 1.0984 1.0728
R3 1.0910 1.0849 1.0691
R2 1.0775 1.0775 1.0679
R1 1.0714 1.0714 1.0666 1.0745
PP 1.0640 1.0640 1.0640 1.0655
S1 1.0579 1.0579 1.0642 1.0610
S2 1.0505 1.0505 1.0629
S3 1.0370 1.0444 1.0617
S4 1.0235 1.0309 1.0580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0800 1.0565 0.0235 2.2% 0.0044 0.4% 97% False False 3
10 1.0800 1.0450 0.0350 3.2% 0.0062 0.6% 98% False False 6
20 1.0800 1.0384 0.0416 3.9% 0.0052 0.5% 98% False False 9
40 1.1000 1.0384 0.0616 5.7% 0.0060 0.6% 66% False False 10
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 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1194
2.618 1.1042
1.618 1.0949
1.000 1.0892
0.618 1.0856
HIGH 1.0799
0.618 1.0763
0.500 1.0753
0.382 1.0742
LOW 1.0706
0.618 1.0649
1.000 1.0613
1.618 1.0556
2.618 1.0463
4.250 1.0311
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 1.0780 1.0780
PP 1.0766 1.0766
S1 1.0753 1.0753

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

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