CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 0.9722 0.9758 0.0036 0.4% 0.9756
High 0.9791 0.9765 -0.0026 -0.3% 0.9841
Low 0.9714 0.9666 -0.0048 -0.5% 0.9674
Close 0.9748 0.9684 -0.0064 -0.7% 0.9717
Range 0.0077 0.0099 0.0022 28.6% 0.0167
ATR 0.0080 0.0081 0.0001 1.7% 0.0000
Volume 216,333 183,251 -33,082 -15.3% 774,105
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0002 0.9942 0.9738
R3 0.9903 0.9843 0.9711
R2 0.9804 0.9804 0.9702
R1 0.9744 0.9744 0.9693 0.9725
PP 0.9705 0.9705 0.9705 0.9695
S1 0.9645 0.9645 0.9675 0.9626
S2 0.9606 0.9606 0.9666
S3 0.9507 0.9546 0.9657
S4 0.9408 0.9447 0.9630
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0245 1.0148 0.9809
R3 1.0078 0.9981 0.9763
R2 0.9911 0.9911 0.9748
R1 0.9814 0.9814 0.9732 0.9779
PP 0.9744 0.9744 0.9744 0.9727
S1 0.9647 0.9647 0.9702 0.9612
S2 0.9577 0.9577 0.9686
S3 0.9410 0.9480 0.9671
S4 0.9243 0.9313 0.9625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9839 0.9666 0.0173 1.8% 0.0084 0.9% 10% False True 165,769
10 0.9841 0.9666 0.0175 1.8% 0.0088 0.9% 10% False True 153,232
20 1.0089 0.9666 0.0423 4.4% 0.0080 0.8% 4% False True 132,663
40 1.0318 0.9666 0.0652 6.7% 0.0078 0.8% 3% False True 123,635
60 1.0357 0.9666 0.0691 7.1% 0.0080 0.8% 3% False True 121,172
80 1.0357 0.9666 0.0691 7.1% 0.0083 0.9% 3% False True 100,323
100 1.0442 0.9666 0.0776 8.0% 0.0087 0.9% 2% False True 80,319
120 1.0442 0.9666 0.0776 8.0% 0.0088 0.9% 2% False True 66,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0186
2.618 1.0024
1.618 0.9925
1.000 0.9864
0.618 0.9826
HIGH 0.9765
0.618 0.9727
0.500 0.9716
0.382 0.9704
LOW 0.9666
0.618 0.9605
1.000 0.9567
1.618 0.9506
2.618 0.9407
4.250 0.9245
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 0.9716 0.9729
PP 0.9705 0.9714
S1 0.9695 0.9699

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

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