CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 1.0039 0.9962 -0.0077 -0.8% 1.0167
High 1.0054 1.0020 -0.0034 -0.3% 1.0188
Low 0.9951 0.9939 -0.0012 -0.1% 0.9977
Close 0.9965 1.0006 0.0041 0.4% 1.0078
Range 0.0103 0.0081 -0.0022 -21.4% 0.0211
ATR 0.0110 0.0108 -0.0002 -1.9% 0.0000
Volume 153,625 173,035 19,410 12.6% 703,335
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0231 1.0200 1.0051
R3 1.0150 1.0119 1.0028
R2 1.0069 1.0069 1.0021
R1 1.0038 1.0038 1.0013 1.0054
PP 0.9988 0.9988 0.9988 0.9996
S1 0.9957 0.9957 0.9999 0.9973
S2 0.9907 0.9907 0.9991
S3 0.9826 0.9876 0.9984
S4 0.9745 0.9795 0.9961
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0714 1.0607 1.0194
R3 1.0503 1.0396 1.0136
R2 1.0292 1.0292 1.0117
R1 1.0185 1.0185 1.0097 1.0133
PP 1.0081 1.0081 1.0081 1.0055
S1 0.9974 0.9974 1.0059 0.9922
S2 0.9870 0.9870 1.0039
S3 0.9659 0.9763 1.0020
S4 0.9448 0.9552 0.9962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0148 0.9939 0.0209 2.1% 0.0100 1.0% 32% False True 158,274
10 1.0329 0.9939 0.0390 3.9% 0.0100 1.0% 17% False True 147,661
20 1.0329 0.9939 0.0390 3.9% 0.0101 1.0% 17% False True 139,345
40 1.0440 0.9916 0.0524 5.2% 0.0111 1.1% 17% False False 135,244
60 1.0594 0.9852 0.0742 7.4% 0.0119 1.2% 21% False False 140,081
80 1.0669 0.9646 0.1023 10.2% 0.0135 1.4% 35% False False 116,326
100 1.0669 0.9646 0.1023 10.2% 0.0127 1.3% 35% False False 93,122
120 1.0810 0.9646 0.1164 11.6% 0.0127 1.3% 31% False False 77,644
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0364
2.618 1.0232
1.618 1.0151
1.000 1.0101
0.618 1.0070
HIGH 1.0020
0.618 0.9989
0.500 0.9980
0.382 0.9970
LOW 0.9939
0.618 0.9889
1.000 0.9858
1.618 0.9808
2.618 0.9727
4.250 0.9595
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 0.9997 1.0005
PP 0.9988 1.0004
S1 0.9980 1.0004

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

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