CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 1.0085 1.0266 0.0181 1.8% 0.9947
High 1.0422 1.0528 0.0106 1.0% 1.0528
Low 1.0053 1.0226 0.0173 1.7% 0.9928
Close 1.0287 1.0265 -0.0022 -0.2% 1.0265
Range 0.0369 0.0302 -0.0067 -18.2% 0.0600
ATR 0.0152 0.0162 0.0011 7.1% 0.0000
Volume 428,787 514,868 86,081 20.1% 1,660,354
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1246 1.1057 1.0431
R3 1.0944 1.0755 1.0348
R2 1.0642 1.0642 1.0320
R1 1.0453 1.0453 1.0293 1.0397
PP 1.0340 1.0340 1.0340 1.0311
S1 1.0151 1.0151 1.0237 1.0095
S2 1.0038 1.0038 1.0210
S3 0.9736 0.9849 1.0182
S4 0.9434 0.9547 1.0099
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.2040 1.1753 1.0595
R3 1.1440 1.1153 1.0430
R2 1.0840 1.0840 1.0375
R1 1.0553 1.0553 1.0320 1.0697
PP 1.0240 1.0240 1.0240 1.0312
S1 0.9953 0.9953 1.0210 1.0097
S2 0.9640 0.9640 1.0155
S3 0.9040 0.9353 1.0100
S4 0.8440 0.8753 0.9935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0528 0.9928 0.0600 5.8% 0.0223 2.2% 56% True False 332,070
10 1.0528 0.9749 0.0779 7.6% 0.0189 1.8% 66% True False 299,643
20 1.0528 0.9640 0.0888 8.7% 0.0153 1.5% 70% True False 252,330
40 1.0528 0.9640 0.0888 8.7% 0.0138 1.3% 70% True False 213,656
60 1.0809 0.9640 0.1169 11.4% 0.0139 1.4% 53% False False 203,963
80 1.1014 0.9640 0.1374 13.4% 0.0137 1.3% 45% False False 157,114
100 1.1398 0.9640 0.1758 17.1% 0.0136 1.3% 36% False False 125,772
120 1.2010 0.9640 0.2370 23.1% 0.0126 1.2% 26% False False 104,828
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1812
2.618 1.1319
1.618 1.1017
1.000 1.0830
0.618 1.0715
HIGH 1.0528
0.618 1.0413
0.500 1.0377
0.382 1.0341
LOW 1.0226
0.618 1.0039
1.000 0.9924
1.618 0.9737
2.618 0.9435
4.250 0.8943
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 1.0377 1.0257
PP 1.0340 1.0249
S1 1.0302 1.0241

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

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