CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 1.0175 1.0071 -0.0104 -1.0% 1.0205
High 1.0175 1.0079 -0.0096 -0.9% 1.0299
Low 1.0068 1.0033 -0.0035 -0.3% 1.0068
Close 1.0094 1.0038 -0.0056 -0.6% 1.0094
Range 0.0107 0.0046 -0.0061 -57.0% 0.0231
ATR 0.0135 0.0129 -0.0005 -3.9% 0.0000
Volume 76 151 75 98.7% 980
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0188 1.0159 1.0063
R3 1.0142 1.0113 1.0051
R2 1.0096 1.0096 1.0046
R1 1.0067 1.0067 1.0042 1.0059
PP 1.0050 1.0050 1.0050 1.0046
S1 1.0021 1.0021 1.0034 1.0013
S2 1.0004 1.0004 1.0030
S3 0.9958 0.9975 1.0025
S4 0.9912 0.9929 1.0013
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0847 1.0701 1.0221
R3 1.0616 1.0470 1.0158
R2 1.0385 1.0385 1.0136
R1 1.0239 1.0239 1.0115 1.0197
PP 1.0154 1.0154 1.0154 1.0132
S1 1.0008 1.0008 1.0073 0.9966
S2 0.9923 0.9923 1.0052
S3 0.9692 0.9777 1.0030
S4 0.9461 0.9546 0.9967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0289 1.0033 0.0256 2.6% 0.0078 0.8% 2% False True 170
10 1.0598 1.0033 0.0565 5.6% 0.0118 1.2% 1% False True 180
20 1.0670 0.9990 0.0680 6.8% 0.0152 1.5% 7% False False 186
40 1.0670 0.9675 0.0995 9.9% 0.0114 1.1% 36% False False 102
60 1.0670 0.9675 0.0995 9.9% 0.0089 0.9% 36% False False 70
80 1.0800 0.9675 0.1125 11.2% 0.0086 0.9% 32% False False 56
100 1.1000 0.9675 0.1325 13.2% 0.0081 0.8% 27% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.0275
2.618 1.0199
1.618 1.0153
1.000 1.0125
0.618 1.0107
HIGH 1.0079
0.618 1.0061
0.500 1.0056
0.382 1.0051
LOW 1.0033
0.618 1.0005
1.000 0.9987
1.618 0.9959
2.618 0.9913
4.250 0.9838
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 1.0056 1.0136
PP 1.0050 1.0103
S1 1.0044 1.0071

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

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