CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 1.0375 1.0370 -0.0005 0.0% 1.0195
High 1.0376 1.0398 0.0022 0.2% 1.0398
Low 1.0375 1.0370 -0.0005 0.0% 1.0188
Close 1.0376 1.0398 0.0022 0.2% 1.0398
Range 0.0001 0.0028 0.0027 2,700.0% 0.0210
ATR 0.0072 0.0069 -0.0003 -4.4% 0.0000
Volume 2 21 19 950.0% 41
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0473 1.0463 1.0413
R3 1.0445 1.0435 1.0406
R2 1.0417 1.0417 1.0403
R1 1.0407 1.0407 1.0401 1.0412
PP 1.0389 1.0389 1.0389 1.0391
S1 1.0379 1.0379 1.0395 1.0384
S2 1.0361 1.0361 1.0393
S3 1.0333 1.0351 1.0390
S4 1.0305 1.0323 1.0383
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0958 1.0888 1.0514
R3 1.0748 1.0678 1.0456
R2 1.0538 1.0538 1.0437
R1 1.0468 1.0468 1.0417 1.0503
PP 1.0328 1.0328 1.0328 1.0346
S1 1.0258 1.0258 1.0379 1.0293
S2 1.0118 1.0118 1.0360
S3 0.9908 1.0048 1.0340
S4 0.9698 0.9838 1.0283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0398 1.0188 0.0210 2.0% 0.0019 0.2% 100% True False 8
10 1.0398 1.0066 0.0332 3.2% 0.0018 0.2% 100% True False 8
20 1.0398 0.9973 0.0425 4.1% 0.0019 0.2% 100% True False 5
40 1.0632 0.9902 0.0730 7.0% 0.0024 0.2% 68% False False 8
60 1.0643 0.9710 0.0933 9.0% 0.0036 0.3% 74% 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 True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0517
2.618 1.0471
1.618 1.0443
1.000 1.0426
0.618 1.0415
HIGH 1.0398
0.618 1.0387
0.500 1.0384
0.382 1.0381
LOW 1.0370
0.618 1.0353
1.000 1.0342
1.618 1.0325
2.618 1.0297
4.250 1.0251
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 1.0393 1.0392
PP 1.0389 1.0386
S1 1.0384 1.0380

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

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