CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 0.9697 0.9900 0.0203 2.1% 0.9760
High 0.9900 0.9920 0.0020 0.2% 0.9920
Low 0.9697 0.9872 0.0175 1.8% 0.9675
Close 0.9829 0.9911 0.0082 0.8% 0.9911
Range 0.0203 0.0048 -0.0155 -76.4% 0.0245
ATR 0.0084 0.0084 0.0001 0.6% 0.0000
Volume 24 50 26 108.3% 97
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0045 1.0026 0.9937
R3 0.9997 0.9978 0.9924
R2 0.9949 0.9949 0.9920
R1 0.9930 0.9930 0.9915 0.9940
PP 0.9901 0.9901 0.9901 0.9906
S1 0.9882 0.9882 0.9907 0.9892
S2 0.9853 0.9853 0.9902
S3 0.9805 0.9834 0.9898
S4 0.9757 0.9786 0.9885
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0570 1.0486 1.0046
R3 1.0325 1.0241 0.9978
R2 1.0080 1.0080 0.9956
R1 0.9996 0.9996 0.9933 1.0038
PP 0.9835 0.9835 0.9835 0.9857
S1 0.9751 0.9751 0.9889 0.9793
S2 0.9590 0.9590 0.9866
S3 0.9345 0.9506 0.9844
S4 0.9100 0.9261 0.9776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9920 0.9675 0.0245 2.5% 0.0076 0.8% 96% True False 19
10 0.9920 0.9675 0.0245 2.5% 0.0055 0.6% 96% True False 14
20 1.0297 0.9675 0.0622 6.3% 0.0048 0.5% 38% False False 10
40 1.0800 0.9675 0.1125 11.4% 0.0058 0.6% 21% False False 10
60 1.0800 0.9675 0.1125 11.4% 0.0054 0.5% 21% False False 10
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0124
2.618 1.0046
1.618 0.9998
1.000 0.9968
0.618 0.9950
HIGH 0.9920
0.618 0.9902
0.500 0.9896
0.382 0.9890
LOW 0.9872
0.618 0.9842
1.000 0.9824
1.618 0.9794
2.618 0.9746
4.250 0.9668
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 0.9906 0.9873
PP 0.9901 0.9835
S1 0.9896 0.9798

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

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