CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 1.0218 1.0227 0.0009 0.1% 0.9948
High 1.0253 1.0239 -0.0014 -0.1% 1.0206
Low 1.0172 1.0057 -0.0115 -1.1% 0.9948
Close 1.0237 1.0057 -0.0180 -1.8% 1.0192
Range 0.0081 0.0182 0.0101 124.7% 0.0258
ATR 0.0105 0.0110 0.0006 5.2% 0.0000
Volume 248 227 -21 -8.5% 627
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0664 1.0542 1.0157
R3 1.0482 1.0360 1.0107
R2 1.0300 1.0300 1.0090
R1 1.0178 1.0178 1.0074 1.0148
PP 1.0118 1.0118 1.0118 1.0103
S1 0.9996 0.9996 1.0040 0.9966
S2 0.9936 0.9936 1.0024
S3 0.9754 0.9814 1.0007
S4 0.9572 0.9632 0.9957
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 1.0253 1.0057 0.0196 1.9% 0.0099 1.0% 0% False True 191
10 1.0253 0.9925 0.0328 3.3% 0.0098 1.0% 40% False False 148
20 1.0253 0.9860 0.0393 3.9% 0.0099 1.0% 50% False False 157
40 1.0670 0.9860 0.0810 8.1% 0.0128 1.3% 24% False False 175
60 1.0670 0.9675 0.0995 9.9% 0.0112 1.1% 38% False False 123
80 1.0670 0.9675 0.0995 9.9% 0.0093 0.9% 38% False False 94
100 1.0800 0.9675 0.1125 11.2% 0.0090 0.9% 34% False False 78
120 1.1000 0.9675 0.1325 13.2% 0.0085 0.8% 29% False False 67
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 0.0010
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.1013
2.618 1.0715
1.618 1.0533
1.000 1.0421
0.618 1.0351
HIGH 1.0239
0.618 1.0169
0.500 1.0148
0.382 1.0127
LOW 1.0057
0.618 0.9945
1.000 0.9875
1.618 0.9763
2.618 0.9581
4.250 0.9284
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 1.0148 1.0155
PP 1.0118 1.0122
S1 1.0087 1.0090

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

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