CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 1.0001 1.0093 0.0092 0.9% 0.9891
High 1.0110 1.0420 0.0310 3.1% 0.9982
Low 0.9959 1.0060 0.0101 1.0% 0.9757
Close 1.0083 1.0291 0.0208 2.1% 0.9939
Range 0.0151 0.0360 0.0209 138.4% 0.0225
ATR 0.0130 0.0146 0.0016 12.6% 0.0000
Volume 8,481 25,455 16,974 200.1% 18,797
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1337 1.1174 1.0489
R3 1.0977 1.0814 1.0390
R2 1.0617 1.0617 1.0357
R1 1.0454 1.0454 1.0324 1.0536
PP 1.0257 1.0257 1.0257 1.0298
S1 1.0094 1.0094 1.0258 1.0176
S2 0.9897 0.9897 1.0225
S3 0.9537 0.9734 1.0192
S4 0.9177 0.9374 1.0093
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0568 1.0478 1.0063
R3 1.0343 1.0253 1.0001
R2 1.0118 1.0118 0.9980
R1 1.0028 1.0028 0.9960 1.0073
PP 0.9893 0.9893 0.9893 0.9915
S1 0.9803 0.9803 0.9918 0.9848
S2 0.9668 0.9668 0.9898
S3 0.9443 0.9578 0.9877
S4 0.9218 0.9353 0.9815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0420 0.9883 0.0537 5.2% 0.0180 1.7% 76% True False 10,701
10 1.0420 0.9661 0.0759 7.4% 0.0182 1.8% 83% True False 7,117
20 1.0420 0.9646 0.0774 7.5% 0.0143 1.4% 83% True False 3,895
40 1.0420 0.9646 0.0774 7.5% 0.0123 1.2% 83% True False 2,068
60 1.0810 0.9646 0.1164 11.3% 0.0121 1.2% 55% False False 1,428
80 1.1017 0.9646 0.1371 13.3% 0.0114 1.1% 47% False False 1,081
100 1.1393 0.9646 0.1747 17.0% 0.0107 1.0% 37% False False 871
120 1.2016 0.9646 0.2370 23.0% 0.0096 0.9% 27% False False 727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1.1950
2.618 1.1362
1.618 1.1002
1.000 1.0780
0.618 1.0642
HIGH 1.0420
0.618 1.0282
0.500 1.0240
0.382 1.0198
LOW 1.0060
0.618 0.9838
1.000 0.9700
1.618 0.9478
2.618 0.9118
4.250 0.8530
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 1.0274 1.0257
PP 1.0257 1.0223
S1 1.0240 1.0190

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

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