CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 1.0071 1.0010 -0.0061 -0.6% 0.9879
High 1.0097 1.0116 0.0019 0.2% 1.0184
Low 0.9949 0.9996 0.0047 0.5% 0.9852
Close 1.0017 1.0086 0.0069 0.7% 1.0065
Range 0.0148 0.0120 -0.0028 -18.9% 0.0332
ATR 0.0145 0.0143 -0.0002 -1.2% 0.0000
Volume 82,620 99,164 16,544 20.0% 660,747
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0426 1.0376 1.0152
R3 1.0306 1.0256 1.0119
R2 1.0186 1.0186 1.0108
R1 1.0136 1.0136 1.0097 1.0161
PP 1.0066 1.0066 1.0066 1.0079
S1 1.0016 1.0016 1.0075 1.0041
S2 0.9946 0.9946 1.0064
S3 0.9826 0.9896 1.0053
S4 0.9706 0.9776 1.0020
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1030 1.0879 1.0248
R3 1.0698 1.0547 1.0156
R2 1.0366 1.0366 1.0126
R1 1.0215 1.0215 1.0095 1.0291
PP 1.0034 1.0034 1.0034 1.0071
S1 0.9883 0.9883 1.0035 0.9959
S2 0.9702 0.9702 1.0004
S3 0.9370 0.9551 0.9974
S4 0.9038 0.9219 0.9882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0184 0.9883 0.0301 3.0% 0.0140 1.4% 67% False False 130,821
10 1.0184 0.9852 0.0332 3.3% 0.0128 1.3% 70% False False 133,260
20 1.0594 0.9852 0.0742 7.4% 0.0135 1.3% 32% False False 149,756
40 1.0669 0.9646 0.1023 10.1% 0.0160 1.6% 43% False False 97,408
60 1.0669 0.9646 0.1023 10.1% 0.0138 1.4% 43% False False 65,041
80 1.0810 0.9646 0.1164 11.5% 0.0136 1.3% 38% False False 48,845
100 1.1017 0.9646 0.1371 13.6% 0.0129 1.3% 32% False False 39,084
120 1.1280 0.9646 0.1634 16.2% 0.0120 1.2% 27% False False 32,577
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0626
2.618 1.0430
1.618 1.0310
1.000 1.0236
0.618 1.0190
HIGH 1.0116
0.618 1.0070
0.500 1.0056
0.382 1.0042
LOW 0.9996
0.618 0.9922
1.000 0.9876
1.618 0.9802
2.618 0.9682
4.250 0.9486
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 1.0076 1.0072
PP 1.0066 1.0057
S1 1.0056 1.0043

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

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