CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 0.9893 1.0043 0.0150 1.5% 1.0085
High 1.0064 1.0184 0.0120 1.2% 1.0087
Low 0.9883 1.0038 0.0155 1.6% 0.9881
Close 0.9987 1.0098 0.0111 1.1% 0.9886
Range 0.0181 0.0146 -0.0035 -19.3% 0.0206
ATR 0.0144 0.0148 0.0004 2.6% 0.0000
Volume 171,982 185,276 13,294 7.7% 605,369
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0545 1.0467 1.0178
R3 1.0399 1.0321 1.0138
R2 1.0253 1.0253 1.0125
R1 1.0175 1.0175 1.0111 1.0214
PP 1.0107 1.0107 1.0107 1.0126
S1 1.0029 1.0029 1.0085 1.0068
S2 0.9961 0.9961 1.0071
S3 0.9815 0.9883 1.0058
S4 0.9669 0.9737 1.0018
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0569 1.0434 0.9999
R3 1.0363 1.0228 0.9943
R2 1.0157 1.0157 0.9924
R1 1.0022 1.0022 0.9905 0.9987
PP 0.9951 0.9951 0.9951 0.9934
S1 0.9816 0.9816 0.9867 0.9781
S2 0.9745 0.9745 0.9848
S3 0.9539 0.9610 0.9829
S4 0.9333 0.9404 0.9773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0184 0.9852 0.0332 3.3% 0.0126 1.2% 74% True False 147,256
10 1.0254 0.9852 0.0402 4.0% 0.0120 1.2% 61% False False 145,341
20 1.0669 0.9852 0.0817 8.1% 0.0144 1.4% 30% False False 163,937
40 1.0669 0.9646 0.1023 10.1% 0.0157 1.6% 44% False False 90,032
60 1.0669 0.9646 0.1023 10.1% 0.0137 1.4% 44% False False 60,104
80 1.0810 0.9646 0.1164 11.5% 0.0135 1.3% 39% False False 45,136
100 1.1017 0.9646 0.1371 13.6% 0.0128 1.3% 33% False False 36,119
120 1.1393 0.9646 0.1747 17.3% 0.0119 1.2% 26% False False 30,104
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0805
2.618 1.0566
1.618 1.0420
1.000 1.0330
0.618 1.0274
HIGH 1.0184
0.618 1.0128
0.500 1.0111
0.382 1.0094
LOW 1.0038
0.618 0.9948
1.000 0.9892
1.618 0.9802
2.618 0.9656
4.250 0.9418
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 1.0111 1.0075
PP 1.0107 1.0052
S1 1.0102 1.0029

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

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