CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 0.9945 1.0054 0.0109 1.1% 0.9910
High 1.0122 1.0054 -0.0068 -0.7% 0.9986
Low 0.9945 0.9990 0.0045 0.5% 0.9775
Close 1.0067 1.0008 -0.0059 -0.6% 0.9945
Range 0.0177 0.0064 -0.0113 -63.8% 0.0211
ATR 0.0096 0.0095 -0.0001 -1.4% 0.0000
Volume 49 55 6 12.2% 116
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0209 1.0173 1.0043
R3 1.0145 1.0109 1.0026
R2 1.0081 1.0081 1.0020
R1 1.0045 1.0045 1.0014 1.0031
PP 1.0017 1.0017 1.0017 1.0011
S1 0.9981 0.9981 1.0002 0.9967
S2 0.9953 0.9953 0.9996
S3 0.9889 0.9917 0.9990
S4 0.9825 0.9853 0.9973
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0535 1.0451 1.0061
R3 1.0324 1.0240 1.0003
R2 1.0113 1.0113 0.9984
R1 1.0029 1.0029 0.9964 1.0071
PP 0.9902 0.9902 0.9902 0.9923
S1 0.9818 0.9818 0.9926 0.9860
S2 0.9691 0.9691 0.9906
S3 0.9480 0.9607 0.9887
S4 0.9269 0.9396 0.9829
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0122 0.9800 0.0322 3.2% 0.0103 1.0% 65% False False 41
10 1.0122 0.9675 0.0447 4.5% 0.0103 1.0% 74% False False 30
20 1.0140 0.9675 0.0465 4.6% 0.0076 0.8% 72% False False 20
40 1.0374 0.9675 0.0699 7.0% 0.0056 0.6% 48% False False 13
60 1.0800 0.9675 0.1125 11.2% 0.0063 0.6% 30% False False 13
80 1.1000 0.9675 0.1325 13.2% 0.0064 0.6% 25% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0326
2.618 1.0222
1.618 1.0158
1.000 1.0118
0.618 1.0094
HIGH 1.0054
0.618 1.0030
0.500 1.0022
0.382 1.0014
LOW 0.9990
0.618 0.9950
1.000 0.9926
1.618 0.9886
2.618 0.9822
4.250 0.9718
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 1.0022 1.0016
PP 1.0017 1.0013
S1 1.0013 1.0011

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

View Archives - Comment on this page... - Back to Index of Symbols