CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 1.0347 1.0395 0.0048 0.5% 1.0122
High 1.0405 1.0423 0.0018 0.2% 1.0442
Low 1.0318 1.0330 0.0012 0.1% 1.0095
Close 1.0389 1.0352 -0.0037 -0.4% 1.0389
Range 0.0087 0.0093 0.0006 6.9% 0.0347
ATR 0.0110 0.0108 -0.0001 -1.1% 0.0000
Volume 285 269 -16 -5.6% 1,575
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0647 1.0593 1.0403
R3 1.0554 1.0500 1.0378
R2 1.0461 1.0461 1.0369
R1 1.0407 1.0407 1.0361 1.0388
PP 1.0368 1.0368 1.0368 1.0359
S1 1.0314 1.0314 1.0343 1.0295
S2 1.0275 1.0275 1.0335
S3 1.0182 1.0221 1.0326
S4 1.0089 1.0128 1.0301
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1350 1.1216 1.0580
R3 1.1003 1.0869 1.0484
R2 1.0656 1.0656 1.0453
R1 1.0522 1.0522 1.0421 1.0589
PP 1.0309 1.0309 1.0309 1.0342
S1 1.0175 1.0175 1.0357 1.0242
S2 0.9962 0.9962 1.0325
S3 0.9615 0.9828 1.0294
S4 0.9268 0.9481 1.0198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0442 1.0155 0.0287 2.8% 0.0103 1.0% 69% False False 329
10 1.0442 1.0025 0.0417 4.0% 0.0106 1.0% 78% False False 278
20 1.0442 0.9925 0.0517 5.0% 0.0099 1.0% 83% False False 209
40 1.0629 0.9860 0.0769 7.4% 0.0106 1.0% 64% False False 189
60 1.0670 0.9675 0.0995 9.6% 0.0118 1.1% 68% False False 158
80 1.0670 0.9675 0.0995 9.6% 0.0097 0.9% 68% False False 120
100 1.0800 0.9675 0.1125 10.9% 0.0093 0.9% 60% False False 98
120 1.1000 0.9675 0.1325 12.8% 0.0087 0.8% 51% False False 84
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 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0818
2.618 1.0666
1.618 1.0573
1.000 1.0516
0.618 1.0480
HIGH 1.0423
0.618 1.0387
0.500 1.0377
0.382 1.0366
LOW 1.0330
0.618 1.0273
1.000 1.0237
1.618 1.0180
2.618 1.0087
4.250 0.9935
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 1.0377 1.0380
PP 1.0368 1.0371
S1 1.0360 1.0361

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

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