CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 0.9974 1.0006 0.0032 0.3% 1.0084
High 1.0022 1.0045 0.0023 0.2% 1.0110
Low 0.9962 0.9975 0.0013 0.1% 0.9957
Close 0.9995 0.9982 -0.0013 -0.1% 0.9979
Range 0.0060 0.0070 0.0010 16.7% 0.0153
ATR 0.0077 0.0076 0.0000 -0.6% 0.0000
Volume 90,055 106,306 16,251 18.0% 550,242
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0211 1.0166 1.0021
R3 1.0141 1.0096 1.0001
R2 1.0071 1.0071 0.9995
R1 1.0026 1.0026 0.9988 1.0014
PP 1.0001 1.0001 1.0001 0.9994
S1 0.9956 0.9956 0.9976 0.9944
S2 0.9931 0.9931 0.9969
S3 0.9861 0.9886 0.9963
S4 0.9791 0.9816 0.9944
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0474 1.0380 1.0063
R3 1.0321 1.0227 1.0021
R2 1.0168 1.0168 1.0007
R1 1.0074 1.0074 0.9993 1.0045
PP 1.0015 1.0015 1.0015 1.0001
S1 0.9921 0.9921 0.9965 0.9892
S2 0.9862 0.9862 0.9951
S3 0.9709 0.9768 0.9937
S4 0.9556 0.9615 0.9895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0098 0.9957 0.0141 1.4% 0.0070 0.7% 18% False False 112,785
10 1.0246 0.9957 0.0289 2.9% 0.0082 0.8% 9% False False 128,924
20 1.0318 0.9957 0.0361 3.6% 0.0074 0.7% 7% False False 116,415
40 1.0357 0.9957 0.0400 4.0% 0.0078 0.8% 6% False False 115,993
60 1.0357 0.9943 0.0414 4.1% 0.0084 0.8% 9% False False 97,202
80 1.0442 0.9943 0.0499 5.0% 0.0087 0.9% 8% False False 73,005
100 1.0442 0.9860 0.0582 5.8% 0.0090 0.9% 21% False False 58,433
120 1.0670 0.9860 0.0810 8.1% 0.0101 1.0% 15% False False 48,724
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0343
2.618 1.0228
1.618 1.0158
1.000 1.0115
0.618 1.0088
HIGH 1.0045
0.618 1.0018
0.500 1.0010
0.382 1.0002
LOW 0.9975
0.618 0.9932
1.000 0.9905
1.618 0.9862
2.618 0.9792
4.250 0.9678
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 1.0010 1.0001
PP 1.0001 0.9995
S1 0.9991 0.9988

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

View Archives - Comment on this page... - Back to Index of Symbols