CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 0.9900 0.9910 0.0010 0.1% 0.9760
High 0.9920 0.9945 0.0025 0.3% 0.9920
Low 0.9872 0.9775 -0.0097 -1.0% 0.9675
Close 0.9911 0.9808 -0.0103 -1.0% 0.9911
Range 0.0048 0.0170 0.0122 254.2% 0.0245
ATR 0.0084 0.0090 0.0006 7.3% 0.0000
Volume 50 13 -37 -74.0% 97
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1.0353 1.0250 0.9902
R3 1.0183 1.0080 0.9855
R2 1.0013 1.0013 0.9839
R1 0.9910 0.9910 0.9824 0.9877
PP 0.9843 0.9843 0.9843 0.9826
S1 0.9740 0.9740 0.9792 0.9707
S2 0.9673 0.9673 0.9777
S3 0.9503 0.9570 0.9761
S4 0.9333 0.9400 0.9715
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 0.9945 0.9675 0.0270 2.8% 0.0104 1.1% 49% True False 20
10 0.9945 0.9675 0.0270 2.8% 0.0068 0.7% 49% True False 13
20 1.0297 0.9675 0.0622 6.3% 0.0056 0.6% 21% False False 10
40 1.0800 0.9675 0.1125 11.5% 0.0062 0.6% 12% False False 10
60 1.0800 0.9675 0.1125 11.5% 0.0057 0.6% 12% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0668
2.618 1.0390
1.618 1.0220
1.000 1.0115
0.618 1.0050
HIGH 0.9945
0.618 0.9880
0.500 0.9860
0.382 0.9840
LOW 0.9775
0.618 0.9670
1.000 0.9605
1.618 0.9500
2.618 0.9330
4.250 0.9053
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 0.9860 0.9821
PP 0.9843 0.9817
S1 0.9825 0.9812

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

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