CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 1.0217 1.0209 -0.0008 -0.1% 0.9948
High 1.0239 1.0233 -0.0006 -0.1% 1.0206
Low 1.0204 1.0168 -0.0036 -0.4% 0.9948
Close 1.0227 1.0216 -0.0011 -0.1% 1.0192
Range 0.0035 0.0065 0.0030 85.7% 0.0258
ATR 0.0110 0.0107 -0.0003 -2.9% 0.0000
Volume 182 131 -51 -28.0% 627
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0401 1.0373 1.0252
R3 1.0336 1.0308 1.0234
R2 1.0271 1.0271 1.0228
R1 1.0243 1.0243 1.0222 1.0257
PP 1.0206 1.0206 1.0206 1.0213
S1 1.0178 1.0178 1.0210 1.0192
S2 1.0141 1.0141 1.0204
S3 1.0076 1.0113 1.0198
S4 1.0011 1.0048 1.0180
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0889 1.0799 1.0334
R3 1.0631 1.0541 1.0263
R2 1.0373 1.0373 1.0239
R1 1.0283 1.0283 1.0216 1.0328
PP 1.0115 1.0115 1.0115 1.0138
S1 1.0025 1.0025 1.0168 1.0070
S2 0.9857 0.9857 1.0145
S3 0.9599 0.9767 1.0121
S4 0.9341 0.9509 1.0050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0239 0.9972 0.0267 2.6% 0.0086 0.8% 91% False False 131
10 1.0239 0.9925 0.0314 3.1% 0.0090 0.9% 93% False False 143
20 1.0239 0.9860 0.0379 3.7% 0.0099 1.0% 94% False False 144
40 1.0670 0.9860 0.0810 7.9% 0.0126 1.2% 44% False False 165
60 1.0670 0.9675 0.0995 9.7% 0.0109 1.1% 54% False False 116
80 1.0670 0.9675 0.0995 9.7% 0.0092 0.9% 54% False False 88
100 1.0800 0.9675 0.1125 11.0% 0.0088 0.9% 48% False False 73
120 1.1000 0.9675 0.1325 13.0% 0.0084 0.8% 41% False False 63
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0509
2.618 1.0403
1.618 1.0338
1.000 1.0298
0.618 1.0273
HIGH 1.0233
0.618 1.0208
0.500 1.0201
0.382 1.0193
LOW 1.0168
0.618 1.0128
1.000 1.0103
1.618 1.0063
2.618 0.9998
4.250 0.9892
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 1.0211 1.0196
PP 1.0206 1.0176
S1 1.0201 1.0157

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

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