CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 0.9800 0.9877 0.0077 0.8% 0.9760
High 0.9918 0.9949 0.0031 0.3% 0.9920
Low 0.9800 0.9872 0.0072 0.7% 0.9675
Close 0.9897 0.9918 0.0021 0.2% 0.9911
Range 0.0118 0.0077 -0.0041 -34.7% 0.0245
ATR 0.0092 0.0091 -0.0001 -1.2% 0.0000
Volume 58 26 -32 -55.2% 97
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 1.0144 1.0108 0.9960
R3 1.0067 1.0031 0.9939
R2 0.9990 0.9990 0.9932
R1 0.9954 0.9954 0.9925 0.9972
PP 0.9913 0.9913 0.9913 0.9922
S1 0.9877 0.9877 0.9911 0.9895
S2 0.9836 0.9836 0.9904
S3 0.9759 0.9800 0.9897
S4 0.9682 0.9723 0.9876
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 0.9949 0.9697 0.0252 2.5% 0.0123 1.2% 88% True False 34
10 0.9949 0.9675 0.0274 2.8% 0.0081 0.8% 89% True False 20
20 1.0297 0.9675 0.0622 6.3% 0.0066 0.7% 39% False False 14
40 1.0734 0.9675 0.1059 10.7% 0.0063 0.6% 23% False False 12
60 1.0800 0.9675 0.1125 11.3% 0.0059 0.6% 22% False False 11
80 1.1000 0.9675 0.1325 13.4% 0.0062 0.6% 18% False False 11
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0276
2.618 1.0151
1.618 1.0074
1.000 1.0026
0.618 0.9997
HIGH 0.9949
0.618 0.9920
0.500 0.9911
0.382 0.9901
LOW 0.9872
0.618 0.9824
1.000 0.9795
1.618 0.9747
2.618 0.9670
4.250 0.9545
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 0.9916 0.9899
PP 0.9913 0.9881
S1 0.9911 0.9862

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

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