CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 1.0105 1.0091 -0.0014 -0.1% 0.9888
High 1.0130 1.0095 -0.0035 -0.3% 1.0166
Low 1.0061 0.9964 -0.0097 -1.0% 0.9860
Close 1.0071 1.0023 -0.0048 -0.5% 1.0071
Range 0.0069 0.0131 0.0062 89.9% 0.0306
ATR 0.0122 0.0123 0.0001 0.5% 0.0000
Volume 219 82 -137 -62.6% 813
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0420 1.0353 1.0095
R3 1.0289 1.0222 1.0059
R2 1.0158 1.0158 1.0047
R1 1.0091 1.0091 1.0035 1.0059
PP 1.0027 1.0027 1.0027 1.0012
S1 0.9960 0.9960 1.0011 0.9928
S2 0.9896 0.9896 0.9999
S3 0.9765 0.9829 0.9987
S4 0.9634 0.9698 0.9951
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0950 1.0817 1.0239
R3 1.0644 1.0511 1.0155
R2 1.0338 1.0338 1.0127
R1 1.0205 1.0205 1.0099 1.0272
PP 1.0032 1.0032 1.0032 1.0066
S1 0.9899 0.9899 1.0043 0.9966
S2 0.9726 0.9726 1.0015
S3 0.9420 0.9593 0.9987
S4 0.9114 0.9287 0.9903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0166 0.9885 0.0281 2.8% 0.0100 1.0% 49% False False 137
10 1.0166 0.9860 0.0306 3.1% 0.0104 1.0% 53% False False 149
20 1.0629 0.9860 0.0769 7.7% 0.0113 1.1% 21% False False 168
40 1.0670 0.9675 0.0995 9.9% 0.0127 1.3% 35% False False 133
60 1.0670 0.9675 0.0995 9.9% 0.0096 1.0% 35% False False 91
80 1.0800 0.9675 0.1125 11.2% 0.0092 0.9% 31% False False 71
100 1.1000 0.9675 0.1325 13.2% 0.0085 0.8% 26% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0652
2.618 1.0438
1.618 1.0307
1.000 1.0226
0.618 1.0176
HIGH 1.0095
0.618 1.0045
0.500 1.0030
0.382 1.0014
LOW 0.9964
0.618 0.9883
1.000 0.9833
1.618 0.9752
2.618 0.9621
4.250 0.9407
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 1.0030 1.0065
PP 1.0027 1.0051
S1 1.0025 1.0037

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

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