CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 0.9830 0.9826 -0.0004 0.0% 1.0090
High 0.9852 0.9877 0.0025 0.3% 1.0147
Low 0.9790 0.9762 -0.0028 -0.3% 0.9807
Close 0.9811 0.9782 -0.0029 -0.3% 0.9850
Range 0.0062 0.0115 0.0053 85.5% 0.0340
ATR 0.0119 0.0118 0.0000 -0.2% 0.0000
Volume 159,237 180,578 21,341 13.4% 806,939
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 1.0152 1.0082 0.9845
R3 1.0037 0.9967 0.9814
R2 0.9922 0.9922 0.9803
R1 0.9852 0.9852 0.9793 0.9830
PP 0.9807 0.9807 0.9807 0.9796
S1 0.9737 0.9737 0.9771 0.9715
S2 0.9692 0.9692 0.9761
S3 0.9577 0.9622 0.9750
S4 0.9462 0.9507 0.9719
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0955 1.0742 1.0037
R3 1.0615 1.0402 0.9944
R2 1.0275 1.0275 0.9912
R1 1.0062 1.0062 0.9881 0.9999
PP 0.9935 0.9935 0.9935 0.9903
S1 0.9722 0.9722 0.9819 0.9659
S2 0.9595 0.9595 0.9788
S3 0.9255 0.9382 0.9757
S4 0.8915 0.9042 0.9663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0147 0.9762 0.0385 3.9% 0.0119 1.2% 5% False True 190,104
10 1.0310 0.9762 0.0548 5.6% 0.0105 1.1% 4% False True 159,294
20 1.0312 0.9762 0.0550 5.6% 0.0108 1.1% 4% False True 167,995
40 1.0809 0.9762 0.1047 10.7% 0.0130 1.3% 2% False True 181,768
60 1.1014 0.9762 0.1252 12.8% 0.0130 1.3% 2% False True 135,046
80 1.1359 0.9762 0.1597 16.3% 0.0130 1.3% 1% False True 101,415
100 1.1944 0.9762 0.2182 22.3% 0.0122 1.2% 1% False True 81,157
120 1.2268 0.9762 0.2506 25.6% 0.0106 1.1% 1% False True 67,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0366
2.618 1.0178
1.618 1.0063
1.000 0.9992
0.618 0.9948
HIGH 0.9877
0.618 0.9833
0.500 0.9820
0.382 0.9806
LOW 0.9762
0.618 0.9691
1.000 0.9647
1.618 0.9576
2.618 0.9461
4.250 0.9273
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 0.9820 0.9855
PP 0.9807 0.9830
S1 0.9795 0.9806

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

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