CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 1.0275 1.0180 -0.0095 -0.9% 1.0278
High 1.0276 1.0217 -0.0059 -0.6% 1.0357
Low 1.0179 1.0143 -0.0036 -0.4% 1.0143
Close 1.0193 1.0157 -0.0036 -0.4% 1.0157
Range 0.0097 0.0074 -0.0023 -23.7% 0.0214
ATR 0.0091 0.0089 -0.0001 -1.3% 0.0000
Volume 126,033 100,885 -25,148 -20.0% 558,680
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0394 1.0350 1.0198
R3 1.0320 1.0276 1.0177
R2 1.0246 1.0246 1.0171
R1 1.0202 1.0202 1.0164 1.0187
PP 1.0172 1.0172 1.0172 1.0165
S1 1.0128 1.0128 1.0150 1.0113
S2 1.0098 1.0098 1.0143
S3 1.0024 1.0054 1.0137
S4 0.9950 0.9980 1.0116
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0861 1.0723 1.0275
R3 1.0647 1.0509 1.0216
R2 1.0433 1.0433 1.0196
R1 1.0295 1.0295 1.0177 1.0257
PP 1.0219 1.0219 1.0219 1.0200
S1 1.0081 1.0081 1.0137 1.0043
S2 1.0005 1.0005 1.0118
S3 0.9791 0.9867 1.0098
S4 0.9577 0.9653 1.0039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0357 1.0143 0.0214 2.1% 0.0082 0.8% 7% False True 111,736
10 1.0357 1.0133 0.0224 2.2% 0.0088 0.9% 11% False False 125,473
20 1.0357 1.0037 0.0320 3.2% 0.0087 0.9% 38% False False 118,547
40 1.0357 0.9943 0.0414 4.1% 0.0090 0.9% 52% False False 69,891
60 1.0442 0.9925 0.0517 5.1% 0.0094 0.9% 45% False False 46,671
80 1.0442 0.9860 0.0582 5.7% 0.0097 1.0% 51% False False 35,048
100 1.0670 0.9675 0.0995 9.8% 0.0109 1.1% 48% False False 28,061
120 1.0670 0.9675 0.0995 9.8% 0.0097 1.0% 48% False False 23,385
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0532
2.618 1.0411
1.618 1.0337
1.000 1.0291
0.618 1.0263
HIGH 1.0217
0.618 1.0189
0.500 1.0180
0.382 1.0171
LOW 1.0143
0.618 1.0097
1.000 1.0069
1.618 1.0023
2.618 0.9949
4.250 0.9829
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 1.0180 1.0238
PP 1.0172 1.0211
S1 1.0165 1.0184

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

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