CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 0.9880 0.9777 -0.0103 -1.0% 0.9745
High 0.9928 0.9931 0.0003 0.0% 0.9937
Low 0.9756 0.9754 -0.0002 0.0% 0.9640
Close 0.9797 0.9886 0.0089 0.9% 0.9900
Range 0.0172 0.0177 0.0005 2.9% 0.0297
ATR 0.0131 0.0134 0.0003 2.5% 0.0000
Volume 280,909 252,661 -28,248 -10.1% 1,207,417
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 1.0388 1.0314 0.9983
R3 1.0211 1.0137 0.9935
R2 1.0034 1.0034 0.9918
R1 0.9960 0.9960 0.9902 0.9997
PP 0.9857 0.9857 0.9857 0.9876
S1 0.9783 0.9783 0.9870 0.9820
S2 0.9680 0.9680 0.9854
S3 0.9503 0.9606 0.9837
S4 0.9326 0.9429 0.9789
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0717 1.0605 1.0063
R3 1.0420 1.0308 0.9982
R2 1.0123 1.0123 0.9954
R1 1.0011 1.0011 0.9927 1.0067
PP 0.9826 0.9826 0.9826 0.9854
S1 0.9714 0.9714 0.9873 0.9770
S2 0.9529 0.9529 0.9846
S3 0.9232 0.9417 0.9818
S4 0.8935 0.9120 0.9737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9937 0.9640 0.0297 3.0% 0.0186 1.9% 83% False False 294,890
10 0.9937 0.9640 0.0297 3.0% 0.0140 1.4% 83% False False 229,203
20 1.0310 0.9640 0.0670 6.8% 0.0122 1.2% 37% False False 194,248
40 1.0792 0.9640 0.1152 11.7% 0.0135 1.4% 21% False False 203,044
60 1.0809 0.9640 0.1169 11.8% 0.0130 1.3% 21% False False 172,691
80 1.1014 0.9640 0.1374 13.9% 0.0133 1.3% 18% False False 130,016
100 1.1518 0.9640 0.1878 19.0% 0.0129 1.3% 13% False False 104,070
120 1.2229 0.9640 0.2589 26.2% 0.0116 1.2% 10% False False 86,732
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 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0683
2.618 1.0394
1.618 1.0217
1.000 1.0108
0.618 1.0040
HIGH 0.9931
0.618 0.9863
0.500 0.9843
0.382 0.9822
LOW 0.9754
0.618 0.9645
1.000 0.9577
1.618 0.9468
2.618 0.9291
4.250 0.9002
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 0.9872 0.9872
PP 0.9857 0.9857
S1 0.9843 0.9843

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

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