CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 1.0082 1.0057 -0.0025 -0.2% 1.0091
High 1.0083 1.0062 -0.0021 -0.2% 1.0103
Low 1.0002 0.9972 -0.0030 -0.3% 0.9925
Close 1.0065 0.9990 -0.0075 -0.7% 0.9986
Range 0.0081 0.0090 0.0009 11.1% 0.0178
ATR 0.0113 0.0111 -0.0001 -1.3% 0.0000
Volume 249 53 -196 -78.7% 687
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0278 1.0224 1.0040
R3 1.0188 1.0134 1.0015
R2 1.0098 1.0098 1.0007
R1 1.0044 1.0044 0.9998 1.0026
PP 1.0008 1.0008 1.0008 0.9999
S1 0.9954 0.9954 0.9982 0.9936
S2 0.9918 0.9918 0.9974
S3 0.9828 0.9864 0.9965
S4 0.9738 0.9774 0.9941
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0539 1.0440 1.0084
R3 1.0361 1.0262 1.0035
R2 1.0183 1.0183 1.0019
R1 1.0084 1.0084 1.0002 1.0045
PP 1.0005 1.0005 1.0005 0.9985
S1 0.9906 0.9906 0.9970 0.9867
S2 0.9827 0.9827 0.9953
S3 0.9649 0.9728 0.9937
S4 0.9471 0.9550 0.9888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0083 0.9925 0.0158 1.6% 0.0096 1.0% 41% False False 131
10 1.0166 0.9925 0.0241 2.4% 0.0097 1.0% 27% False False 142
20 1.0288 0.9860 0.0428 4.3% 0.0098 1.0% 30% False False 140
40 1.0670 0.9800 0.0870 8.7% 0.0128 1.3% 22% False False 154
60 1.0670 0.9675 0.0995 10.0% 0.0104 1.0% 32% False False 106
80 1.0800 0.9675 0.1125 11.3% 0.0095 1.0% 28% False False 82
100 1.0800 0.9675 0.1125 11.3% 0.0086 0.9% 28% False False 67
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 True
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0445
2.618 1.0298
1.618 1.0208
1.000 1.0152
0.618 1.0118
HIGH 1.0062
0.618 1.0028
0.500 1.0017
0.382 1.0006
LOW 0.9972
0.618 0.9916
1.000 0.9882
1.618 0.9826
2.618 0.9736
4.250 0.9590
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 1.0017 1.0016
PP 1.0008 1.0007
S1 0.9999 0.9999

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

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