CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 1.0053 1.0049 -0.0004 0.0% 1.0052
High 1.0053 1.0059 0.0006 0.1% 1.0158
Low 1.0053 0.9969 -0.0084 -0.8% 0.9998
Close 1.0053 0.9977 -0.0076 -0.8% 1.0089
Range 0.0000 0.0090 0.0090 0.0160
ATR 0.0069 0.0070 0.0002 2.2% 0.0000
Volume 1 4 3 300.0% 39
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0272 1.0214 1.0027
R3 1.0182 1.0124 1.0002
R2 1.0092 1.0092 0.9994
R1 1.0034 1.0034 0.9985 1.0018
PP 1.0002 1.0002 1.0002 0.9994
S1 0.9944 0.9944 0.9969 0.9928
S2 0.9912 0.9912 0.9961
S3 0.9822 0.9854 0.9952
S4 0.9732 0.9764 0.9928
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0562 1.0485 1.0177
R3 1.0402 1.0325 1.0133
R2 1.0242 1.0242 1.0118
R1 1.0165 1.0165 1.0104 1.0204
PP 1.0082 1.0082 1.0082 1.0101
S1 1.0005 1.0005 1.0074 1.0044
S2 0.9922 0.9922 1.0060
S3 0.9762 0.9845 1.0045
S4 0.9602 0.9685 1.0001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0158 0.9969 0.0189 1.9% 0.0035 0.4% 4% False True 7
10 1.0315 0.9969 0.0346 3.5% 0.0043 0.4% 2% False True 6
20 1.0315 0.9969 0.0346 3.5% 0.0024 0.2% 2% False True 3
40 1.0398 0.9969 0.0429 4.3% 0.0021 0.2% 2% False True 4
60 1.0565 0.9902 0.0663 6.6% 0.0024 0.2% 11% False False 6
80 1.0643 0.9710 0.0933 9.4% 0.0033 0.3% 29% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0442
2.618 1.0295
1.618 1.0205
1.000 1.0149
0.618 1.0115
HIGH 1.0059
0.618 1.0025
0.500 1.0014
0.382 1.0003
LOW 0.9969
0.618 0.9913
1.000 0.9879
1.618 0.9823
2.618 0.9733
4.250 0.9587
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 1.0014 1.0064
PP 1.0002 1.0035
S1 0.9989 1.0006

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

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