CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 1.0471 1.0464 -0.0007 -0.1% 1.0207
High 1.0670 1.0636 -0.0034 -0.3% 1.0670
Low 1.0471 1.0464 -0.0007 -0.1% 1.0090
Close 1.0557 1.0621 0.0064 0.6% 1.0621
Range 0.0199 0.0172 -0.0027 -13.6% 0.0580
ATR 0.0152 0.0154 0.0001 0.9% 0.0000
Volume 215 247 32 14.9% 1,342
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1090 1.1027 1.0716
R3 1.0918 1.0855 1.0668
R2 1.0746 1.0746 1.0653
R1 1.0683 1.0683 1.0637 1.0715
PP 1.0574 1.0574 1.0574 1.0589
S1 1.0511 1.0511 1.0605 1.0543
S2 1.0402 1.0402 1.0589
S3 1.0230 1.0339 1.0574
S4 1.0058 1.0167 1.0526
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.2200 1.1991 1.0940
R3 1.1620 1.1411 1.0781
R2 1.1040 1.1040 1.0727
R1 1.0831 1.0831 1.0674 1.0936
PP 1.0460 1.0460 1.0460 1.0513
S1 1.0251 1.0251 1.0568 1.0356
S2 0.9880 0.9880 1.0515
S3 0.9300 0.9671 1.0462
S4 0.8720 0.9091 1.0302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0670 1.0090 0.0580 5.5% 0.0187 1.8% 92% False False 268
10 1.0670 0.9945 0.0725 6.8% 0.0195 1.8% 93% False False 175
20 1.0670 0.9675 0.0995 9.4% 0.0141 1.3% 95% False False 98
40 1.0670 0.9675 0.0995 9.4% 0.0087 0.8% 95% False False 52
60 1.0800 0.9675 0.1125 10.6% 0.0085 0.8% 84% False False 38
80 1.1000 0.9675 0.1325 12.5% 0.0078 0.7% 71% False False 32
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1367
2.618 1.1086
1.618 1.0914
1.000 1.0808
0.618 1.0742
HIGH 1.0636
0.618 1.0570
0.500 1.0550
0.382 1.0530
LOW 1.0464
0.618 1.0358
1.000 1.0292
1.618 1.0186
2.618 1.0014
4.250 0.9733
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 1.0597 1.0580
PP 1.0574 1.0538
S1 1.0550 1.0497

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

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