CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 1.0210 1.0289 0.0079 0.8% 1.0395
High 1.0314 1.0308 -0.0006 -0.1% 1.0423
Low 1.0151 1.0235 0.0084 0.8% 1.0151
Close 1.0275 1.0255 -0.0020 -0.2% 1.0255
Range 0.0163 0.0073 -0.0090 -55.2% 0.0272
ATR 0.0113 0.0110 -0.0003 -2.5% 0.0000
Volume 246 732 486 197.6% 1,993
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0485 1.0443 1.0295
R3 1.0412 1.0370 1.0275
R2 1.0339 1.0339 1.0268
R1 1.0297 1.0297 1.0262 1.0282
PP 1.0266 1.0266 1.0266 1.0258
S1 1.0224 1.0224 1.0248 1.0209
S2 1.0193 1.0193 1.0242
S3 1.0120 1.0151 1.0235
S4 1.0047 1.0078 1.0215
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.1092 1.0946 1.0405
R3 1.0820 1.0674 1.0330
R2 1.0548 1.0548 1.0305
R1 1.0402 1.0402 1.0280 1.0339
PP 1.0276 1.0276 1.0276 1.0245
S1 1.0130 1.0130 1.0230 1.0067
S2 1.0004 1.0004 1.0205
S3 0.9732 0.9858 1.0180
S4 0.9460 0.9586 1.0105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0423 1.0151 0.0272 2.7% 0.0101 1.0% 38% False False 398
10 1.0442 1.0095 0.0347 3.4% 0.0103 1.0% 46% False False 356
20 1.0442 0.9948 0.0494 4.8% 0.0102 1.0% 62% False False 265
40 1.0442 0.9860 0.0582 5.7% 0.0100 1.0% 68% False False 221
60 1.0670 0.9697 0.0973 9.5% 0.0122 1.2% 57% False False 187
80 1.0670 0.9675 0.0995 9.7% 0.0101 1.0% 58% False False 142
100 1.0800 0.9675 0.1125 11.0% 0.0094 0.9% 52% False False 115
120 1.0907 0.9675 0.1232 12.0% 0.0087 0.8% 47% False False 98
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0618
2.618 1.0499
1.618 1.0426
1.000 1.0381
0.618 1.0353
HIGH 1.0308
0.618 1.0280
0.500 1.0272
0.382 1.0263
LOW 1.0235
0.618 1.0190
1.000 1.0162
1.618 1.0117
2.618 1.0044
4.250 0.9925
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 1.0272 1.0248
PP 1.0266 1.0240
S1 1.0261 1.0233

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

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