CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 1.0174 1.0213 0.0039 0.4% 0.9963
High 1.0245 1.0232 -0.0013 -0.1% 1.0211
Low 1.0172 1.0158 -0.0014 -0.1% 0.9940
Close 1.0221 1.0210 -0.0011 -0.1% 1.0186
Range 0.0073 0.0074 0.0001 1.4% 0.0271
ATR 0.0132 0.0127 -0.0004 -3.1% 0.0000
Volume 118,125 106,096 -12,029 -10.2% 636,329
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0422 1.0390 1.0251
R3 1.0348 1.0316 1.0230
R2 1.0274 1.0274 1.0224
R1 1.0242 1.0242 1.0217 1.0221
PP 1.0200 1.0200 1.0200 1.0190
S1 1.0168 1.0168 1.0203 1.0147
S2 1.0126 1.0126 1.0196
S3 1.0052 1.0094 1.0190
S4 0.9978 1.0020 1.0169
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0925 1.0827 1.0335
R3 1.0654 1.0556 1.0261
R2 1.0383 1.0383 1.0236
R1 1.0285 1.0285 1.0211 1.0334
PP 1.0112 1.0112 1.0112 1.0137
S1 1.0014 1.0014 1.0161 1.0063
S2 0.9841 0.9841 1.0136
S3 0.9570 0.9743 1.0111
S4 0.9299 0.9472 1.0037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0245 0.9957 0.0288 2.8% 0.0112 1.1% 88% False False 126,555
10 1.0245 0.9916 0.0329 3.2% 0.0112 1.1% 89% False False 122,458
20 1.0245 0.9852 0.0393 3.8% 0.0120 1.2% 91% False False 127,859
40 1.0669 0.9852 0.0817 8.0% 0.0151 1.5% 44% False False 127,155
60 1.0669 0.9646 0.1023 10.0% 0.0140 1.4% 55% False False 85,427
80 1.0669 0.9646 0.1023 10.0% 0.0133 1.3% 55% False False 64,141
100 1.0810 0.9646 0.1164 11.4% 0.0129 1.3% 48% False False 51,326
120 1.1017 0.9646 0.1371 13.4% 0.0123 1.2% 41% False False 42,778
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0547
2.618 1.0426
1.618 1.0352
1.000 1.0306
0.618 1.0278
HIGH 1.0232
0.618 1.0204
0.500 1.0195
0.382 1.0186
LOW 1.0158
0.618 1.0112
1.000 1.0084
1.618 1.0038
2.618 0.9964
4.250 0.9844
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 1.0205 1.0191
PP 1.0200 1.0173
S1 1.0195 1.0154

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

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