CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 1.0170 1.0078 -0.0092 -0.9% 1.0350
High 1.0170 1.0078 -0.0092 -0.9% 1.0374
Low 1.0064 1.0078 0.0014 0.1% 1.0064
Close 1.0064 1.0078 0.0014 0.1% 1.0064
Range 0.0106 0.0000 -0.0106 -100.0% 0.0310
ATR 0.0106 0.0100 -0.0007 -6.2% 0.0000
Volume 4 10 6 150.0% 34
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0078 1.0078 1.0078
R3 1.0078 1.0078 1.0078
R2 1.0078 1.0078 1.0078
R1 1.0078 1.0078 1.0078 1.0078
PP 1.0078 1.0078 1.0078 1.0078
S1 1.0078 1.0078 1.0078 1.0078
S2 1.0078 1.0078 1.0078
S3 1.0078 1.0078 1.0078
S4 1.0078 1.0078 1.0078
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1097 1.0891 1.0235
R3 1.0787 1.0581 1.0149
R2 1.0477 1.0477 1.0121
R1 1.0271 1.0271 1.0092 1.0219
PP 1.0167 1.0167 1.0167 1.0142
S1 0.9961 0.9961 1.0036 0.9909
S2 0.9857 0.9857 1.0007
S3 0.9547 0.9651 0.9979
S4 0.9237 0.9341 0.9894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0325 1.0064 0.0261 2.6% 0.0050 0.5% 5% False False 6
10 1.0374 1.0028 0.0346 3.4% 0.0057 0.6% 14% False False 8
20 1.0800 1.0028 0.0772 7.7% 0.0077 0.8% 6% False False 11
40 1.1000 1.0028 0.0972 9.6% 0.0070 0.7% 5% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0078
2.618 1.0078
1.618 1.0078
1.000 1.0078
0.618 1.0078
HIGH 1.0078
0.618 1.0078
0.500 1.0078
0.382 1.0078
LOW 1.0078
0.618 1.0078
1.000 1.0078
1.618 1.0078
2.618 1.0078
4.250 1.0078
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 1.0078 1.0139
PP 1.0078 1.0118
S1 1.0078 1.0098

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

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