CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 1.0327 1.0275 -0.0052 -0.5% 1.0229
High 1.0333 1.0276 -0.0057 -0.6% 1.0320
Low 1.0245 1.0179 -0.0066 -0.6% 1.0133
Close 1.0275 1.0193 -0.0082 -0.8% 1.0268
Range 0.0088 0.0097 0.0009 10.2% 0.0187
ATR 0.0090 0.0091 0.0000 0.5% 0.0000
Volume 114,849 126,033 11,184 9.7% 696,051
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0507 1.0447 1.0246
R3 1.0410 1.0350 1.0220
R2 1.0313 1.0313 1.0211
R1 1.0253 1.0253 1.0202 1.0235
PP 1.0216 1.0216 1.0216 1.0207
S1 1.0156 1.0156 1.0184 1.0138
S2 1.0119 1.0119 1.0175
S3 1.0022 1.0059 1.0166
S4 0.9925 0.9962 1.0140
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0801 1.0722 1.0371
R3 1.0614 1.0535 1.0319
R2 1.0427 1.0427 1.0302
R1 1.0348 1.0348 1.0285 1.0388
PP 1.0240 1.0240 1.0240 1.0260
S1 1.0161 1.0161 1.0251 1.0201
S2 1.0053 1.0053 1.0234
S3 0.9866 0.9974 1.0217
S4 0.9679 0.9787 1.0165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0357 1.0179 0.0178 1.7% 0.0080 0.8% 8% False True 112,928
10 1.0357 1.0101 0.0256 2.5% 0.0091 0.9% 36% False False 127,115
20 1.0357 1.0007 0.0350 3.4% 0.0088 0.9% 53% False False 119,737
40 1.0357 0.9943 0.0414 4.1% 0.0093 0.9% 60% False False 67,375
60 1.0442 0.9925 0.0517 5.1% 0.0095 0.9% 52% False False 44,994
80 1.0540 0.9860 0.0680 6.7% 0.0099 1.0% 49% False False 33,788
100 1.0670 0.9675 0.0995 9.8% 0.0109 1.1% 52% False False 27,052
120 1.0670 0.9675 0.0995 9.8% 0.0096 0.9% 52% False False 22,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0688
2.618 1.0530
1.618 1.0433
1.000 1.0373
0.618 1.0336
HIGH 1.0276
0.618 1.0239
0.500 1.0228
0.382 1.0216
LOW 1.0179
0.618 1.0119
1.000 1.0082
1.618 1.0022
2.618 0.9925
4.250 0.9767
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 1.0228 1.0268
PP 1.0216 1.0243
S1 1.0205 1.0218

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

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