CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 0.9929 0.9985 0.0056 0.6% 0.9820
High 0.9929 0.9985 0.0056 0.6% 0.9985
Low 0.9929 0.9956 0.0027 0.3% 0.9820
Close 0.9929 0.9956 0.0027 0.3% 0.9956
Range 0.0000 0.0029 0.0029 0.0165
ATR 0.0074 0.0073 -0.0001 -1.7% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0053 1.0033 0.9972
R3 1.0024 1.0004 0.9964
R2 0.9995 0.9995 0.9961
R1 0.9975 0.9975 0.9959 0.9971
PP 0.9966 0.9966 0.9966 0.9963
S1 0.9946 0.9946 0.9953 0.9942
S2 0.9937 0.9937 0.9951
S3 0.9908 0.9917 0.9948
S4 0.9879 0.9888 0.9940
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0415 1.0351 1.0047
R3 1.0250 1.0186 1.0001
R2 1.0085 1.0085 0.9986
R1 1.0021 1.0021 0.9971 1.0053
PP 0.9920 0.9920 0.9920 0.9937
S1 0.9856 0.9856 0.9941 0.9888
S2 0.9755 0.9755 0.9926
S3 0.9590 0.9691 0.9911
S4 0.9425 0.9526 0.9865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9985 0.9820 0.0165 1.7% 0.0006 0.1% 82% True False 2
10 0.9985 0.9710 0.0275 2.8% 0.0018 0.2% 89% True False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0108
2.618 1.0061
1.618 1.0032
1.000 1.0014
0.618 1.0003
HIGH 0.9985
0.618 0.9974
0.500 0.9971
0.382 0.9967
LOW 0.9956
0.618 0.9938
1.000 0.9927
1.618 0.9909
2.618 0.9880
4.250 0.9833
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 0.9971 0.9953
PP 0.9966 0.9950
S1 0.9961 0.9947

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

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