CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 1.0085 1.0039 -0.0046 -0.5% 1.0131
High 1.0092 1.0098 0.0006 0.1% 1.0246
Low 1.0021 1.0034 0.0013 0.1% 1.0060
Close 1.0034 1.0065 0.0031 0.3% 1.0087
Range 0.0071 0.0064 -0.0007 -9.9% 0.0186
ATR 0.0079 0.0078 -0.0001 -1.4% 0.0000
Volume 125,712 101,641 -24,071 -19.1% 711,897
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0258 1.0225 1.0100
R3 1.0194 1.0161 1.0083
R2 1.0130 1.0130 1.0077
R1 1.0097 1.0097 1.0071 1.0114
PP 1.0066 1.0066 1.0066 1.0074
S1 1.0033 1.0033 1.0059 1.0050
S2 1.0002 1.0002 1.0053
S3 0.9938 0.9969 1.0047
S4 0.9874 0.9905 1.0030
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0689 1.0574 1.0189
R3 1.0503 1.0388 1.0138
R2 1.0317 1.0317 1.0121
R1 1.0202 1.0202 1.0104 1.0167
PP 1.0131 1.0131 1.0131 1.0113
S1 1.0016 1.0016 1.0070 0.9981
S2 0.9945 0.9945 1.0053
S3 0.9759 0.9830 1.0036
S4 0.9573 0.9644 0.9985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0246 1.0021 0.0225 2.2% 0.0100 1.0% 20% False False 146,579
10 1.0246 1.0021 0.0225 2.2% 0.0078 0.8% 20% False False 125,264
20 1.0318 1.0021 0.0297 3.0% 0.0075 0.7% 15% False False 114,606
40 1.0357 1.0021 0.0336 3.3% 0.0080 0.8% 13% False False 115,426
60 1.0357 0.9943 0.0414 4.1% 0.0085 0.8% 29% False False 89,543
80 1.0442 0.9943 0.0499 5.0% 0.0088 0.9% 24% False False 67,233
100 1.0442 0.9860 0.0582 5.8% 0.0090 0.9% 35% False False 53,817
120 1.0670 0.9775 0.0895 8.9% 0.0102 1.0% 32% False False 44,873
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0370
2.618 1.0266
1.618 1.0202
1.000 1.0162
0.618 1.0138
HIGH 1.0098
0.618 1.0074
0.500 1.0066
0.382 1.0058
LOW 1.0034
0.618 0.9994
1.000 0.9970
1.618 0.9930
2.618 0.9866
4.250 0.9762
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 1.0066 1.0066
PP 1.0066 1.0065
S1 1.0065 1.0065

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

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