CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 1.0172 1.0151 -0.0021 -0.2% 1.0264
High 1.0172 1.0151 -0.0021 -0.2% 1.0300
Low 1.0159 1.0151 -0.0008 -0.1% 1.0151
Close 1.0159 1.0151 -0.0008 -0.1% 1.0151
Range 0.0013 0.0000 -0.0013 -100.0% 0.0149
ATR 0.0062 0.0058 -0.0004 -6.2% 0.0000
Volume 2 1 -1 -50.0% 6
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0151 1.0151 1.0151
R3 1.0151 1.0151 1.0151
R2 1.0151 1.0151 1.0151
R1 1.0151 1.0151 1.0151 1.0151
PP 1.0151 1.0151 1.0151 1.0151
S1 1.0151 1.0151 1.0151 1.0151
S2 1.0151 1.0151 1.0151
S3 1.0151 1.0151 1.0151
S4 1.0151 1.0151 1.0151
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0648 1.0548 1.0233
R3 1.0499 1.0399 1.0192
R2 1.0350 1.0350 1.0178
R1 1.0250 1.0250 1.0165 1.0226
PP 1.0201 1.0201 1.0201 1.0188
S1 1.0101 1.0101 1.0137 1.0077
S2 1.0052 1.0052 1.0124
S3 0.9903 0.9952 1.0110
S4 0.9754 0.9803 1.0069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0300 1.0151 0.0149 1.5% 0.0006 0.1% 0% False True 1
10 1.0361 1.0151 0.0210 2.1% 0.0003 0.0% 0% False True 1
20 1.0398 1.0066 0.0332 3.3% 0.0011 0.1% 26% False False 4
40 1.0398 0.9902 0.0496 4.9% 0.0015 0.1% 50% False False 6
60 1.0643 0.9902 0.0741 7.3% 0.0034 0.3% 34% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0151
2.618 1.0151
1.618 1.0151
1.000 1.0151
0.618 1.0151
HIGH 1.0151
0.618 1.0151
0.500 1.0151
0.382 1.0151
LOW 1.0151
0.618 1.0151
1.000 1.0151
1.618 1.0151
2.618 1.0151
4.250 1.0151
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 1.0151 1.0204
PP 1.0151 1.0186
S1 1.0151 1.0169

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

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