CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 0.9938 0.9821 -0.0117 -1.2% 1.0090
High 0.9949 0.9856 -0.0093 -0.9% 1.0148
Low 0.9814 0.9801 -0.0013 -0.1% 0.9814
Close 0.9855 0.9816 -0.0039 -0.4% 0.9855
Range 0.0135 0.0055 -0.0080 -59.3% 0.0334
ATR 0.0113 0.0109 -0.0004 -3.7% 0.0000
Volume 525 577 52 9.9% 1,966
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 0.9989 0.9958 0.9846
R3 0.9934 0.9903 0.9831
R2 0.9879 0.9879 0.9826
R1 0.9848 0.9848 0.9821 0.9836
PP 0.9824 0.9824 0.9824 0.9819
S1 0.9793 0.9793 0.9811 0.9781
S2 0.9769 0.9769 0.9806
S3 0.9714 0.9738 0.9801
S4 0.9659 0.9683 0.9786
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0941 1.0732 1.0039
R3 1.0607 1.0398 0.9947
R2 1.0273 1.0273 0.9916
R1 1.0064 1.0064 0.9886 1.0002
PP 0.9939 0.9939 0.9939 0.9908
S1 0.9730 0.9730 0.9824 0.9668
S2 0.9605 0.9605 0.9794
S3 0.9271 0.9396 0.9763
S4 0.8937 0.9062 0.9671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0148 0.9801 0.0347 3.5% 0.0100 1.0% 4% False True 420
10 1.0310 0.9801 0.0509 5.2% 0.0096 1.0% 3% False True 309
20 1.0362 0.9801 0.0561 5.7% 0.0099 1.0% 3% False True 290
40 1.0810 0.9801 0.1009 10.3% 0.0113 1.2% 1% False True 232
60 1.1017 0.9801 0.1216 12.4% 0.0107 1.1% 1% False True 170
80 1.1393 0.9801 0.1592 16.2% 0.0101 1.0% 1% False True 135
100 1.1956 0.9801 0.2155 22.0% 0.0089 0.9% 1% False True 110
120 1.2360 0.9801 0.2559 26.1% 0.0079 0.8% 1% False True 93
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0090
2.618 1.0000
1.618 0.9945
1.000 0.9911
0.618 0.9890
HIGH 0.9856
0.618 0.9835
0.500 0.9829
0.382 0.9822
LOW 0.9801
0.618 0.9767
1.000 0.9746
1.618 0.9712
2.618 0.9657
4.250 0.9567
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 0.9829 0.9971
PP 0.9824 0.9919
S1 0.9820 0.9868

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

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