CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 1.0200 1.0399 0.0199 2.0% 0.9945
High 1.0450 1.0514 0.0064 0.6% 1.0534
Low 1.0200 1.0324 0.0124 1.2% 0.9945
Close 1.0414 1.0467 0.0053 0.5% 1.0277
Range 0.0250 0.0190 -0.0060 -24.0% 0.0589
ATR 0.0145 0.0148 0.0003 2.2% 0.0000
Volume 507 201 -306 -60.4% 412
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1005 1.0926 1.0572
R3 1.0815 1.0736 1.0519
R2 1.0625 1.0625 1.0502
R1 1.0546 1.0546 1.0484 1.0586
PP 1.0435 1.0435 1.0435 1.0455
S1 1.0356 1.0356 1.0450 1.0396
S2 1.0245 1.0245 1.0432
S3 1.0055 1.0166 1.0415
S4 0.9865 0.9976 1.0363
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.2019 1.1737 1.0601
R3 1.1430 1.1148 1.0439
R2 1.0841 1.0841 1.0385
R1 1.0559 1.0559 1.0331 1.0700
PP 1.0252 1.0252 1.0252 1.0323
S1 0.9970 0.9970 1.0223 1.0111
S2 0.9663 0.9663 1.0169
S3 0.9074 0.9381 1.0115
S4 0.8485 0.8792 0.9953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0534 1.0062 0.0472 4.5% 0.0248 2.4% 86% False False 236
10 1.0534 0.9872 0.0662 6.3% 0.0174 1.7% 90% False False 133
20 1.0534 0.9675 0.0859 8.2% 0.0124 1.2% 92% False False 76
40 1.0534 0.9675 0.0859 8.2% 0.0079 0.8% 92% False False 41
60 1.0800 0.9675 0.1125 10.7% 0.0081 0.8% 70% False False 31
80 1.1000 0.9675 0.1325 12.7% 0.0075 0.7% 60% False False 26
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1322
2.618 1.1011
1.618 1.0821
1.000 1.0704
0.618 1.0631
HIGH 1.0514
0.618 1.0441
0.500 1.0419
0.382 1.0397
LOW 1.0324
0.618 1.0207
1.000 1.0134
1.618 1.0017
2.618 0.9827
4.250 0.9517
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 1.0451 1.0412
PP 1.0435 1.0357
S1 1.0419 1.0302

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

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