CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 1.0261 1.0264 0.0003 0.0% 1.0361
High 1.0265 1.0264 -0.0001 0.0% 1.0361
Low 1.0261 1.0264 0.0003 0.0% 1.0198
Close 1.0265 1.0264 -0.0001 0.0% 1.0265
Range 0.0004 0.0000 -0.0004 -100.0% 0.0163
ATR 0.0066 0.0062 -0.0005 -7.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0264 1.0264 1.0264
R3 1.0264 1.0264 1.0264
R2 1.0264 1.0264 1.0264
R1 1.0264 1.0264 1.0264 1.0264
PP 1.0264 1.0264 1.0264 1.0264
S1 1.0264 1.0264 1.0264 1.0264
S2 1.0264 1.0264 1.0264
S3 1.0264 1.0264 1.0264
S4 1.0264 1.0264 1.0264
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0764 1.0677 1.0355
R3 1.0601 1.0514 1.0310
R2 1.0438 1.0438 1.0295
R1 1.0351 1.0351 1.0280 1.0313
PP 1.0275 1.0275 1.0275 1.0256
S1 1.0188 1.0188 1.0250 1.0150
S2 1.0112 1.0112 1.0235
S3 0.9949 1.0025 1.0220
S4 0.9786 0.9862 1.0175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0285 1.0198 0.0087 0.8% 0.0001 0.0% 76% False False 1
10 1.0398 1.0198 0.0200 1.9% 0.0009 0.1% 33% False False 3
20 1.0398 0.9990 0.0408 4.0% 0.0010 0.1% 67% False False 4
40 1.0398 0.9902 0.0496 4.8% 0.0019 0.2% 73% False False 7
60 1.0643 0.9820 0.0823 8.0% 0.0033 0.3% 54% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0264
2.618 1.0264
1.618 1.0264
1.000 1.0264
0.618 1.0264
HIGH 1.0264
0.618 1.0264
0.500 1.0264
0.382 1.0264
LOW 1.0264
0.618 1.0264
1.000 1.0264
1.618 1.0264
2.618 1.0264
4.250 1.0264
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 1.0264 1.0273
PP 1.0264 1.0270
S1 1.0264 1.0267

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

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