CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 1.0241 1.0106 -0.0135 -1.3% 1.0180
High 1.0241 1.0106 -0.0135 -1.3% 1.0297
Low 1.0188 1.0106 -0.0082 -0.8% 1.0106
Close 1.0188 1.0106 -0.0082 -0.8% 1.0106
Range 0.0053 0.0000 -0.0053 -100.0% 0.0191
ATR 0.0094 0.0093 -0.0001 -0.9% 0.0000
Volume 3 3 0 0.0% 42
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0106 1.0106 1.0106
R3 1.0106 1.0106 1.0106
R2 1.0106 1.0106 1.0106
R1 1.0106 1.0106 1.0106 1.0106
PP 1.0106 1.0106 1.0106 1.0106
S1 1.0106 1.0106 1.0106 1.0106
S2 1.0106 1.0106 1.0106
S3 1.0106 1.0106 1.0106
S4 1.0106 1.0106 1.0106
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0743 1.0615 1.0211
R3 1.0552 1.0424 1.0159
R2 1.0361 1.0361 1.0141
R1 1.0233 1.0233 1.0124 1.0202
PP 1.0170 1.0170 1.0170 1.0154
S1 1.0042 1.0042 1.0088 1.0011
S2 0.9979 0.9979 1.0071
S3 0.9788 0.9851 1.0053
S4 0.9597 0.9660 1.0001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0297 1.0106 0.0191 1.9% 0.0042 0.4% 0% False True 8
10 1.0565 1.0106 0.0459 4.5% 0.0039 0.4% 0% False True 5
20 1.0643 1.0002 0.0641 6.3% 0.0070 0.7% 16% False False 7
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0106
2.618 1.0106
1.618 1.0106
1.000 1.0106
0.618 1.0106
HIGH 1.0106
0.618 1.0106
0.500 1.0106
0.382 1.0106
LOW 1.0106
0.618 1.0106
1.000 1.0106
1.618 1.0106
2.618 1.0106
4.250 1.0106
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 1.0106 1.0181
PP 1.0106 1.0156
S1 1.0106 1.0131

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

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