CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 0.9888 0.9924 0.0036 0.4% 1.0071
High 0.9925 0.9930 0.0005 0.1% 1.0081
Low 0.9860 0.9885 0.0025 0.3% 0.9894
Close 0.9914 0.9919 0.0005 0.1% 0.9894
Range 0.0065 0.0045 -0.0020 -30.8% 0.0187
ATR 0.0127 0.0121 -0.0006 -4.6% 0.0000
Volume 207 97 -110 -53.1% 598
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0046 1.0028 0.9944
R3 1.0001 0.9983 0.9931
R2 0.9956 0.9956 0.9927
R1 0.9938 0.9938 0.9923 0.9925
PP 0.9911 0.9911 0.9911 0.9905
S1 0.9893 0.9893 0.9915 0.9880
S2 0.9866 0.9866 0.9911
S3 0.9821 0.9848 0.9907
S4 0.9776 0.9803 0.9894
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 1.0081 0.9860 0.0221 2.2% 0.0107 1.1% 27% False False 150
10 1.0289 0.9860 0.0429 4.3% 0.0093 0.9% 14% False False 160
20 1.0670 0.9860 0.0810 8.2% 0.0131 1.3% 7% False False 197
40 1.0670 0.9675 0.0995 10.0% 0.0119 1.2% 25% False False 119
60 1.0670 0.9675 0.0995 10.0% 0.0092 0.9% 25% False False 81
80 1.0800 0.9675 0.1125 11.3% 0.0090 0.9% 22% False False 64
100 1.1000 0.9675 0.1325 13.4% 0.0084 0.8% 18% False False 54
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.0121
2.618 1.0048
1.618 1.0003
1.000 0.9975
0.618 0.9958
HIGH 0.9930
0.618 0.9913
0.500 0.9908
0.382 0.9902
LOW 0.9885
0.618 0.9857
1.000 0.9840
1.618 0.9812
2.618 0.9767
4.250 0.9694
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 0.9915 0.9957
PP 0.9911 0.9944
S1 0.9908 0.9932

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

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