CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 1.0370 1.0361 -0.0009 -0.1% 1.0195
High 1.0398 1.0361 -0.0037 -0.4% 1.0398
Low 1.0370 1.0361 -0.0009 -0.1% 1.0188
Close 1.0398 1.0361 -0.0037 -0.4% 1.0398
Range 0.0028 0.0000 -0.0028 -100.0% 0.0210
ATR 0.0069 0.0067 -0.0002 -3.3% 0.0000
Volume 21 1 -20 -95.2% 41
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0361 1.0361 1.0361
R3 1.0361 1.0361 1.0361
R2 1.0361 1.0361 1.0361
R1 1.0361 1.0361 1.0361 1.0361
PP 1.0361 1.0361 1.0361 1.0361
S1 1.0361 1.0361 1.0361 1.0361
S2 1.0361 1.0361 1.0361
S3 1.0361 1.0361 1.0361
S4 1.0361 1.0361 1.0361
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 1.0228 0.0170 1.6% 0.0018 0.2% 78% False False 6
10 1.0398 1.0066 0.0332 3.2% 0.0014 0.1% 89% False False 7
20 1.0398 0.9973 0.0425 4.1% 0.0018 0.2% 91% False False 5
40 1.0565 0.9902 0.0663 6.4% 0.0024 0.2% 69% False False 7
60 1.0643 0.9710 0.0933 9.0% 0.0036 0.3% 70% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0361
2.618 1.0361
1.618 1.0361
1.000 1.0361
0.618 1.0361
HIGH 1.0361
0.618 1.0361
0.500 1.0361
0.382 1.0361
LOW 1.0361
0.618 1.0361
1.000 1.0361
1.618 1.0361
2.618 1.0361
4.250 1.0361
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 1.0361 1.0380
PP 1.0361 1.0373
S1 1.0361 1.0367

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

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