CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 1.0435 1.0467 0.0032 0.3% 1.0235
High 1.0669 1.0647 -0.0022 -0.2% 1.0669
Low 1.0426 1.0452 0.0026 0.2% 1.0078
Close 1.0548 1.0612 0.0064 0.6% 1.0612
Range 0.0243 0.0195 -0.0048 -19.8% 0.0591
ATR 0.0181 0.0182 0.0001 0.5% 0.0000
Volume 168,063 262,214 94,151 56.0% 641,451
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1155 1.1079 1.0719
R3 1.0960 1.0884 1.0666
R2 1.0765 1.0765 1.0648
R1 1.0689 1.0689 1.0630 1.0727
PP 1.0570 1.0570 1.0570 1.0590
S1 1.0494 1.0494 1.0594 1.0532
S2 1.0375 1.0375 1.0576
S3 1.0180 1.0299 1.0558
S4 0.9985 1.0104 1.0505
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.2226 1.2010 1.0937
R3 1.1635 1.1419 1.0775
R2 1.1044 1.1044 1.0720
R1 1.0828 1.0828 1.0666 1.0936
PP 1.0453 1.0453 1.0453 1.0507
S1 1.0237 1.0237 1.0558 1.0345
S2 0.9862 0.9862 1.0504
S3 0.9271 0.9646 1.0449
S4 0.8680 0.9055 1.0287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0669 1.0078 0.0591 5.6% 0.0239 2.3% 90% False False 128,290
10 1.0669 0.9935 0.0734 6.9% 0.0230 2.2% 92% False False 72,434
20 1.0669 0.9646 0.1023 9.6% 0.0185 1.7% 94% False False 37,580
40 1.0669 0.9646 0.1023 9.6% 0.0140 1.3% 94% False False 18,930
60 1.0810 0.9646 0.1164 11.0% 0.0137 1.3% 83% False False 12,705
80 1.1017 0.9646 0.1371 12.9% 0.0128 1.2% 70% False False 9,539
100 1.1393 0.9646 0.1747 16.5% 0.0117 1.1% 55% False False 7,639
120 1.1956 0.9646 0.2310 21.8% 0.0106 1.0% 42% False False 6,368
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1476
2.618 1.1158
1.618 1.0963
1.000 1.0842
0.618 1.0768
HIGH 1.0647
0.618 1.0573
0.500 1.0550
0.382 1.0526
LOW 1.0452
0.618 1.0331
1.000 1.0257
1.618 1.0136
2.618 0.9941
4.250 0.9623
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 1.0591 1.0572
PP 1.0570 1.0531
S1 1.0550 1.0491

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

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