CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 1.0056 1.0061 0.0005 0.0% 0.9902
High 1.0102 1.0061 -0.0041 -0.4% 1.0138
Low 1.0056 1.0061 0.0005 0.0% 0.9902
Close 1.0102 1.0061 -0.0041 -0.4% 1.0082
Range 0.0046 0.0000 -0.0046 -100.0% 0.0236
ATR 0.0077 0.0075 -0.0003 -3.4% 0.0000
Volume 3 4 1 33.3% 125
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0061 1.0061 1.0061
R3 1.0061 1.0061 1.0061
R2 1.0061 1.0061 1.0061
R1 1.0061 1.0061 1.0061 1.0061
PP 1.0061 1.0061 1.0061 1.0061
S1 1.0061 1.0061 1.0061 1.0061
S2 1.0061 1.0061 1.0061
S3 1.0061 1.0061 1.0061
S4 1.0061 1.0061 1.0061
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0749 1.0651 1.0212
R3 1.0513 1.0415 1.0147
R2 1.0277 1.0277 1.0125
R1 1.0179 1.0179 1.0104 1.0228
PP 1.0041 1.0041 1.0041 1.0065
S1 0.9943 0.9943 1.0060 0.9992
S2 0.9805 0.9805 1.0039
S3 0.9569 0.9707 1.0017
S4 0.9333 0.9471 0.9952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0138 1.0010 0.0128 1.3% 0.0019 0.2% 40% False False 14
10 1.0138 0.9902 0.0236 2.3% 0.0020 0.2% 67% False False 13
20 1.0500 0.9902 0.0598 5.9% 0.0032 0.3% 27% False False 10
40 1.0643 0.9710 0.0933 9.3% 0.0043 0.4% 38% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0061
2.618 1.0061
1.618 1.0061
1.000 1.0061
0.618 1.0061
HIGH 1.0061
0.618 1.0061
0.500 1.0061
0.382 1.0061
LOW 1.0061
0.618 1.0061
1.000 1.0061
1.618 1.0061
2.618 1.0061
4.250 1.0061
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 1.0061 1.0059
PP 1.0061 1.0058
S1 1.0061 1.0056

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

View Archives - Comment on this page... - Back to Index of Symbols