CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 1.0706 1.0734 0.0028 0.3% 1.0573
High 1.0799 1.0734 -0.0065 -0.6% 1.0700
Low 1.0706 1.0410 -0.0296 -2.8% 1.0565
Close 1.0793 1.0425 -0.0368 -3.4% 1.0654
Range 0.0093 0.0324 0.0231 248.4% 0.0135
ATR 0.0079 0.0101 0.0022 27.6% 0.0000
Volume 3 26 23 766.7% 22
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1495 1.1284 1.0603
R3 1.1171 1.0960 1.0514
R2 1.0847 1.0847 1.0484
R1 1.0636 1.0636 1.0455 1.0580
PP 1.0523 1.0523 1.0523 1.0495
S1 1.0312 1.0312 1.0395 1.0256
S2 1.0199 1.0199 1.0366
S3 0.9875 0.9988 1.0336
S4 0.9551 0.9664 1.0247
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 1.0410 0.0390 3.7% 0.0097 0.9% 4% False True 8
10 1.0800 1.0410 0.0390 3.7% 0.0088 0.8% 4% False True 7
20 1.0800 1.0384 0.0416 4.0% 0.0068 0.6% 10% False False 10
40 1.1000 1.0384 0.0616 5.9% 0.0068 0.6% 7% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 27 trading days
Fibonacci Retracements and Extensions
4.250 1.2111
2.618 1.1582
1.618 1.1258
1.000 1.1058
0.618 1.0934
HIGH 1.0734
0.618 1.0610
0.500 1.0572
0.382 1.0534
LOW 1.0410
0.618 1.0210
1.000 1.0086
1.618 0.9886
2.618 0.9562
4.250 0.9033
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 1.0572 1.0605
PP 1.0523 1.0545
S1 1.0474 1.0485

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

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