CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 1.0004 1.0049 0.0045 0.4% 1.0027
High 1.0100 1.0081 -0.0019 -0.2% 1.0100
Low 1.0002 1.0002 0.0000 0.0% 0.9939
Close 1.0057 1.0074 0.0017 0.2% 1.0074
Range 0.0098 0.0079 -0.0019 -19.4% 0.0161
ATR 0.0107 0.0105 -0.0002 -1.9% 0.0000
Volume 158,088 56,980 -101,108 -64.0% 652,372
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0289 1.0261 1.0117
R3 1.0210 1.0182 1.0096
R2 1.0131 1.0131 1.0088
R1 1.0103 1.0103 1.0081 1.0117
PP 1.0052 1.0052 1.0052 1.0060
S1 1.0024 1.0024 1.0067 1.0038
S2 0.9973 0.9973 1.0060
S3 0.9894 0.9945 1.0052
S4 0.9815 0.9866 1.0031
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0521 1.0458 1.0163
R3 1.0360 1.0297 1.0118
R2 1.0199 1.0199 1.0104
R1 1.0136 1.0136 1.0089 1.0168
PP 1.0038 1.0038 1.0038 1.0053
S1 0.9975 0.9975 1.0059 1.0007
S2 0.9877 0.9877 1.0044
S3 0.9716 0.9814 1.0030
S4 0.9555 0.9653 0.9985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0100 0.9939 0.0161 1.6% 0.0088 0.9% 84% False False 130,474
10 1.0217 0.9939 0.0278 2.8% 0.0096 1.0% 49% False False 146,568
20 1.0329 0.9939 0.0390 3.9% 0.0098 1.0% 35% False False 134,634
40 1.0440 0.9916 0.0524 5.2% 0.0110 1.1% 30% False False 134,550
60 1.0440 0.9852 0.0588 5.8% 0.0115 1.1% 38% False False 138,297
80 1.0669 0.9646 0.1023 10.2% 0.0136 1.3% 42% False False 118,984
100 1.0669 0.9646 0.1023 10.2% 0.0127 1.3% 42% False False 95,271
120 1.0810 0.9646 0.1164 11.6% 0.0127 1.3% 37% False False 79,435
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0417
2.618 1.0288
1.618 1.0209
1.000 1.0160
0.618 1.0130
HIGH 1.0081
0.618 1.0051
0.500 1.0042
0.382 1.0032
LOW 1.0002
0.618 0.9953
1.000 0.9923
1.618 0.9874
2.618 0.9795
4.250 0.9666
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 1.0063 1.0056
PP 1.0052 1.0038
S1 1.0042 1.0020

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

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