CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 1.0256 1.0241 -0.0015 -0.1% 1.0565
High 1.0256 1.0241 -0.0015 -0.1% 1.0565
Low 1.0244 1.0188 -0.0056 -0.5% 1.0250
Close 1.0244 1.0188 -0.0056 -0.5% 1.0255
Range 0.0012 0.0053 0.0041 341.7% 0.0315
ATR 0.0097 0.0094 -0.0003 -3.0% 0.0000
Volume 2 3 1 50.0% 16
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0365 1.0329 1.0217
R3 1.0312 1.0276 1.0203
R2 1.0259 1.0259 1.0198
R1 1.0223 1.0223 1.0193 1.0215
PP 1.0206 1.0206 1.0206 1.0201
S1 1.0170 1.0170 1.0183 1.0162
S2 1.0153 1.0153 1.0178
S3 1.0100 1.0117 1.0173
S4 1.0047 1.0064 1.0159
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1302 1.1093 1.0428
R3 1.0987 1.0778 1.0342
R2 1.0672 1.0672 1.0313
R1 1.0463 1.0463 1.0284 1.0410
PP 1.0357 1.0357 1.0357 1.0330
S1 1.0148 1.0148 1.0226 1.0095
S2 1.0042 1.0042 1.0197
S3 0.9727 0.9833 1.0168
S4 0.9412 0.9518 1.0082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0297 1.0180 0.0117 1.1% 0.0042 0.4% 7% False False 8
10 1.0632 1.0180 0.0452 4.4% 0.0041 0.4% 2% False False 9
20 1.0643 0.9956 0.0687 6.7% 0.0071 0.7% 34% False False 7
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0466
2.618 1.0380
1.618 1.0327
1.000 1.0294
0.618 1.0274
HIGH 1.0241
0.618 1.0221
0.500 1.0215
0.382 1.0208
LOW 1.0188
0.618 1.0155
1.000 1.0135
1.618 1.0102
2.618 1.0049
4.250 0.9963
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 1.0215 1.0243
PP 1.0206 1.0224
S1 1.0197 1.0206

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

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