CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 1.0487 1.0356 -0.0131 -1.2% 1.0207
High 1.0540 1.0396 -0.0144 -1.4% 1.0670
Low 1.0331 1.0190 -0.0141 -1.4% 1.0090
Close 1.0375 1.0292 -0.0083 -0.8% 1.0621
Range 0.0209 0.0206 -0.0003 -1.4% 0.0580
ATR 0.0153 0.0157 0.0004 2.5% 0.0000
Volume 39 144 105 269.2% 1,342
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0911 1.0807 1.0405
R3 1.0705 1.0601 1.0349
R2 1.0499 1.0499 1.0330
R1 1.0395 1.0395 1.0311 1.0344
PP 1.0293 1.0293 1.0293 1.0267
S1 1.0189 1.0189 1.0273 1.0138
S2 1.0087 1.0087 1.0254
S3 0.9881 0.9983 1.0235
S4 0.9675 0.9777 1.0179
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 1.0636 1.0190 0.0446 4.3% 0.0165 1.6% 23% False True 135
10 1.0670 1.0090 0.0580 5.6% 0.0188 1.8% 35% False False 206
20 1.0670 0.9697 0.0973 9.5% 0.0165 1.6% 61% False False 118
40 1.0670 0.9675 0.0995 9.7% 0.0101 1.0% 62% False False 62
60 1.0800 0.9675 0.1125 10.9% 0.0090 0.9% 55% False False 45
80 1.0907 0.9675 0.1232 12.0% 0.0080 0.8% 50% False False 36
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1272
2.618 1.0935
1.618 1.0729
1.000 1.0602
0.618 1.0523
HIGH 1.0396
0.618 1.0317
0.500 1.0293
0.382 1.0269
LOW 1.0190
0.618 1.0063
1.000 0.9984
1.618 0.9857
2.618 0.9651
4.250 0.9315
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 1.0293 1.0394
PP 1.0293 1.0360
S1 1.0292 1.0326

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

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