CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 0.9655 0.9695 0.0040 0.4% 0.9700
High 0.9710 0.9739 0.0029 0.3% 0.9791
Low 0.9623 0.9684 0.0061 0.6% 0.9623
Close 0.9691 0.9707 0.0016 0.2% 0.9691
Range 0.0087 0.0055 -0.0032 -36.8% 0.0168
ATR 0.0082 0.0080 -0.0002 -2.3% 0.0000
Volume 48,871 7,171 -41,700 -85.3% 698,726
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9875 0.9846 0.9737
R3 0.9820 0.9791 0.9722
R2 0.9765 0.9765 0.9717
R1 0.9736 0.9736 0.9712 0.9751
PP 0.9710 0.9710 0.9710 0.9717
S1 0.9681 0.9681 0.9702 0.9696
S2 0.9655 0.9655 0.9697
S3 0.9600 0.9626 0.9692
S4 0.9545 0.9571 0.9677
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0206 1.0116 0.9783
R3 1.0038 0.9948 0.9737
R2 0.9870 0.9870 0.9722
R1 0.9780 0.9780 0.9706 0.9741
PP 0.9702 0.9702 0.9702 0.9682
S1 0.9612 0.9612 0.9676 0.9573
S2 0.9534 0.9534 0.9660
S3 0.9366 0.9444 0.9645
S4 0.9198 0.9276 0.9599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9791 0.9623 0.0168 1.7% 0.0079 0.8% 50% False False 121,461
10 0.9841 0.9623 0.0218 2.2% 0.0087 0.9% 39% False False 135,992
20 1.0045 0.9623 0.0422 4.3% 0.0079 0.8% 20% False False 122,169
40 1.0318 0.9623 0.0695 7.2% 0.0076 0.8% 12% False False 119,285
60 1.0357 0.9623 0.0734 7.6% 0.0078 0.8% 11% False False 117,791
80 1.0357 0.9623 0.0734 7.6% 0.0083 0.9% 11% False False 101,010
100 1.0442 0.9623 0.0819 8.4% 0.0086 0.9% 10% False False 80,878
120 1.0442 0.9623 0.0819 8.4% 0.0088 0.9% 10% False False 67,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9973
2.618 0.9883
1.618 0.9828
1.000 0.9794
0.618 0.9773
HIGH 0.9739
0.618 0.9718
0.500 0.9712
0.382 0.9705
LOW 0.9684
0.618 0.9650
1.000 0.9629
1.618 0.9595
2.618 0.9540
4.250 0.9450
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 0.9712 0.9703
PP 0.9710 0.9698
S1 0.9709 0.9694

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

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