CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 1.0212 1.0066 -0.0146 -1.4% 1.0020
High 1.0246 1.0066 -0.0180 -1.8% 1.0201
Low 1.0212 1.0066 -0.0146 -1.4% 0.9990
Close 1.0246 1.0066 -0.0180 -1.8% 1.0201
Range 0.0034 0.0000 -0.0034 -100.0% 0.0211
ATR 0.0065 0.0074 0.0008 12.5% 0.0000
Volume 8 9 1 12.5% 9
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0066 1.0066 1.0066
R3 1.0066 1.0066 1.0066
R2 1.0066 1.0066 1.0066
R1 1.0066 1.0066 1.0066 1.0066
PP 1.0066 1.0066 1.0066 1.0066
S1 1.0066 1.0066 1.0066 1.0066
S2 1.0066 1.0066 1.0066
S3 1.0066 1.0066 1.0066
S4 1.0066 1.0066 1.0066
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0764 1.0693 1.0317
R3 1.0553 1.0482 1.0259
R2 1.0342 1.0342 1.0240
R1 1.0271 1.0271 1.0220 1.0307
PP 1.0131 1.0131 1.0131 1.0148
S1 1.0060 1.0060 1.0182 1.0096
S2 0.9920 0.9920 1.0162
S3 0.9709 0.9849 1.0143
S4 0.9498 0.9638 1.0085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0246 1.0066 0.0180 1.8% 0.0018 0.2% 0% False True 6
10 1.0246 0.9990 0.0256 2.5% 0.0014 0.1% 30% False False 4
20 1.0246 0.9902 0.0344 3.4% 0.0021 0.2% 48% False False 9
40 1.0643 0.9902 0.0741 7.4% 0.0042 0.4% 22% False False 8
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0066
2.618 1.0066
1.618 1.0066
1.000 1.0066
0.618 1.0066
HIGH 1.0066
0.618 1.0066
0.500 1.0066
0.382 1.0066
LOW 1.0066
0.618 1.0066
1.000 1.0066
1.618 1.0066
2.618 1.0066
4.250 1.0066
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 1.0066 1.0156
PP 1.0066 1.0126
S1 1.0066 1.0096

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

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