CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 1.0129 1.0195 0.0066 0.7% 1.0243
High 1.0129 1.0195 0.0066 0.7% 1.0246
Low 1.0129 1.0188 0.0059 0.6% 1.0066
Close 1.0129 1.0188 0.0059 0.6% 1.0129
Range 0.0000 0.0007 0.0007 0.0180
ATR 0.0073 0.0072 0.0000 -0.7% 0.0000
Volume 9 9 0 0.0% 41
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0211 1.0207 1.0192
R3 1.0204 1.0200 1.0190
R2 1.0197 1.0197 1.0189
R1 1.0193 1.0193 1.0189 1.0192
PP 1.0190 1.0190 1.0190 1.0190
S1 1.0186 1.0186 1.0187 1.0185
S2 1.0183 1.0183 1.0187
S3 1.0176 1.0179 1.0186
S4 1.0169 1.0172 1.0184
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0687 1.0588 1.0228
R3 1.0507 1.0408 1.0179
R2 1.0327 1.0327 1.0162
R1 1.0228 1.0228 1.0146 1.0188
PP 1.0147 1.0147 1.0147 1.0127
S1 1.0048 1.0048 1.0113 1.0008
S2 0.9967 0.9967 1.0096
S3 0.9787 0.9868 1.0080
S4 0.9607 0.9688 1.0030
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% 0.0011 0.1% 68% False False 8
10 1.0246 0.9990 0.0256 2.5% 0.0011 0.1% 77% False False 5
20 1.0246 0.9930 0.0316 3.1% 0.0016 0.2% 82% False False 9
40 1.0643 0.9902 0.0741 7.3% 0.0030 0.3% 39% False False 8
60 1.0643 0.9710 0.0933 9.2% 0.0036 0.4% 51% False False 8
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0213
1.618 1.0206
1.000 1.0202
0.618 1.0199
HIGH 1.0195
0.618 1.0192
0.500 1.0192
0.382 1.0191
LOW 1.0188
0.618 1.0184
1.000 1.0181
1.618 1.0177
2.618 1.0170
4.250 1.0158
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 1.0192 1.0169
PP 1.0190 1.0150
S1 1.0189 1.0131

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

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