CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 0.9983 0.9995 0.0012 0.1% 1.0084
High 1.0023 0.9998 -0.0025 -0.2% 1.0110
Low 0.9976 0.9885 -0.0091 -0.9% 0.9957
Close 0.9992 0.9892 -0.0100 -1.0% 0.9979
Range 0.0047 0.0113 0.0066 140.4% 0.0153
ATR 0.0074 0.0077 0.0003 3.8% 0.0000
Volume 133,704 136,447 2,743 2.1% 550,242
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0264 1.0191 0.9954
R3 1.0151 1.0078 0.9923
R2 1.0038 1.0038 0.9913
R1 0.9965 0.9965 0.9902 0.9945
PP 0.9925 0.9925 0.9925 0.9915
S1 0.9852 0.9852 0.9882 0.9832
S2 0.9812 0.9812 0.9871
S3 0.9699 0.9739 0.9861
S4 0.9586 0.9626 0.9830
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 1.0045 0.9885 0.0160 1.6% 0.0068 0.7% 4% False True 113,680
10 1.0218 0.9885 0.0333 3.4% 0.0076 0.8% 2% False True 119,959
20 1.0318 0.9885 0.0433 4.4% 0.0074 0.7% 2% False True 118,773
40 1.0357 0.9885 0.0472 4.8% 0.0078 0.8% 1% False True 117,080
60 1.0357 0.9885 0.0472 4.8% 0.0082 0.8% 1% False True 101,671
80 1.0442 0.9885 0.0557 5.6% 0.0088 0.9% 1% False True 76,377
100 1.0442 0.9860 0.0582 5.9% 0.0090 0.9% 5% False False 61,133
120 1.0670 0.9860 0.0810 8.2% 0.0100 1.0% 4% False False 50,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0478
2.618 1.0294
1.618 1.0181
1.000 1.0111
0.618 1.0068
HIGH 0.9998
0.618 0.9955
0.500 0.9942
0.382 0.9928
LOW 0.9885
0.618 0.9815
1.000 0.9772
1.618 0.9702
2.618 0.9589
4.250 0.9405
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 0.9942 0.9965
PP 0.9925 0.9941
S1 0.9909 0.9916

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

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