CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 0.9947 1.0005 0.0058 0.6% 1.0071
High 1.0081 1.0054 -0.0027 -0.3% 1.0081
Low 0.9928 0.9894 -0.0034 -0.3% 0.9894
Close 1.0002 0.9894 -0.0108 -1.1% 0.9894
Range 0.0153 0.0160 0.0007 4.6% 0.0187
ATR 0.0130 0.0132 0.0002 1.7% 0.0000
Volume 166 242 76 45.8% 598
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0427 1.0321 0.9982
R3 1.0267 1.0161 0.9938
R2 1.0107 1.0107 0.9923
R1 1.0001 1.0001 0.9909 0.9974
PP 0.9947 0.9947 0.9947 0.9934
S1 0.9841 0.9841 0.9879 0.9814
S2 0.9787 0.9787 0.9865
S3 0.9627 0.9681 0.9850
S4 0.9467 0.9521 0.9806
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0517 1.0393 0.9997
R3 1.0330 1.0206 0.9945
R2 1.0143 1.0143 0.9928
R1 1.0019 1.0019 0.9911 0.9988
PP 0.9956 0.9956 0.9956 0.9941
S1 0.9832 0.9832 0.9877 0.9801
S2 0.9769 0.9769 0.9860
S3 0.9582 0.9645 0.9843
S4 0.9395 0.9458 0.9791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0175 0.9894 0.0281 2.8% 0.0116 1.2% 0% False True 134
10 1.0322 0.9894 0.0428 4.3% 0.0105 1.1% 0% False True 203
20 1.0670 0.9894 0.0776 7.8% 0.0146 1.5% 0% False True 205
40 1.0670 0.9675 0.0995 10.1% 0.0122 1.2% 22% False False 112
60 1.0670 0.9675 0.0995 10.1% 0.0093 0.9% 22% False False 76
80 1.0800 0.9675 0.1125 11.4% 0.0088 0.9% 19% False False 61
100 1.1000 0.9675 0.1325 13.4% 0.0084 0.8% 17% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0734
2.618 1.0473
1.618 1.0313
1.000 1.0214
0.618 1.0153
HIGH 1.0054
0.618 0.9993
0.500 0.9974
0.382 0.9955
LOW 0.9894
0.618 0.9795
1.000 0.9734
1.618 0.9635
2.618 0.9475
4.250 0.9214
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 0.9974 0.9988
PP 0.9947 0.9956
S1 0.9921 0.9925

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

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