CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 1.0464 1.0627 0.0163 1.6% 1.0207
High 1.0636 1.0629 -0.0007 -0.1% 1.0670
Low 1.0464 1.0534 0.0070 0.7% 1.0090
Close 1.0621 1.0554 -0.0067 -0.6% 1.0621
Range 0.0172 0.0095 -0.0077 -44.8% 0.0580
ATR 0.0154 0.0149 -0.0004 -2.7% 0.0000
Volume 247 215 -32 -13.0% 1,342
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0857 1.0801 1.0606
R3 1.0762 1.0706 1.0580
R2 1.0667 1.0667 1.0571
R1 1.0611 1.0611 1.0563 1.0592
PP 1.0572 1.0572 1.0572 1.0563
S1 1.0516 1.0516 1.0545 1.0497
S2 1.0477 1.0477 1.0537
S3 1.0382 1.0421 1.0528
S4 1.0287 1.0326 1.0502
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 1.0200 0.0470 4.5% 0.0181 1.7% 75% False False 277
10 1.0670 0.9990 0.0680 6.4% 0.0187 1.8% 83% False False 192
20 1.0670 0.9675 0.0995 9.4% 0.0144 1.4% 88% False False 109
40 1.0670 0.9675 0.0995 9.4% 0.0087 0.8% 88% False False 57
60 1.0800 0.9675 0.1125 10.7% 0.0085 0.8% 78% False False 42
80 1.1000 0.9675 0.1325 12.6% 0.0079 0.7% 66% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1033
2.618 1.0878
1.618 1.0783
1.000 1.0724
0.618 1.0688
HIGH 1.0629
0.618 1.0593
0.500 1.0582
0.382 1.0570
LOW 1.0534
0.618 1.0475
1.000 1.0439
1.618 1.0380
2.618 1.0285
4.250 1.0130
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 1.0582 1.0567
PP 1.0572 1.0563
S1 1.0563 1.0558

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

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