CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 1.0040 1.0055 0.0015 0.1% 1.0071
High 1.0090 1.0065 -0.0025 -0.2% 1.0116
Low 0.9984 0.9958 -0.0026 -0.3% 0.9916
Close 1.0059 0.9984 -0.0075 -0.7% 0.9980
Range 0.0106 0.0107 0.0001 0.9% 0.0200
ATR 0.0134 0.0132 -0.0002 -1.4% 0.0000
Volume 108,548 124,737 16,189 14.9% 545,820
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0323 1.0261 1.0043
R3 1.0216 1.0154 1.0013
R2 1.0109 1.0109 1.0004
R1 1.0047 1.0047 0.9994 1.0025
PP 1.0002 1.0002 1.0002 0.9991
S1 0.9940 0.9940 0.9974 0.9918
S2 0.9895 0.9895 0.9964
S3 0.9788 0.9833 0.9955
S4 0.9681 0.9726 0.9925
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0604 1.0492 1.0090
R3 1.0404 1.0292 1.0035
R2 1.0204 1.0204 1.0017
R1 1.0092 1.0092 0.9998 1.0048
PP 1.0004 1.0004 1.0004 0.9982
S1 0.9892 0.9892 0.9962 0.9848
S2 0.9804 0.9804 0.9943
S3 0.9604 0.9692 0.9925
S4 0.9404 0.9492 0.9870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0090 0.9916 0.0174 1.7% 0.0115 1.1% 39% False False 116,757
10 1.0184 0.9916 0.0268 2.7% 0.0119 1.2% 25% False False 119,867
20 1.0289 0.9852 0.0437 4.4% 0.0117 1.2% 30% False False 130,272
40 1.0669 0.9757 0.0912 9.1% 0.0155 1.5% 25% False False 115,050
60 1.0669 0.9646 0.1023 10.2% 0.0140 1.4% 33% False False 76,968
80 1.0810 0.9646 0.1164 11.7% 0.0138 1.4% 29% False False 57,797
100 1.0810 0.9646 0.1164 11.7% 0.0127 1.3% 29% False False 46,247
120 1.1017 0.9646 0.1371 13.7% 0.0121 1.2% 25% False False 38,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0520
2.618 1.0345
1.618 1.0238
1.000 1.0172
0.618 1.0131
HIGH 1.0065
0.618 1.0024
0.500 1.0012
0.382 0.9999
LOW 0.9958
0.618 0.9892
1.000 0.9851
1.618 0.9785
2.618 0.9678
4.250 0.9503
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 1.0012 1.0015
PP 1.0002 1.0005
S1 0.9993 0.9994

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

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