CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 1.0049 0.9969 -0.0080 -0.8% 1.0052
High 1.0059 1.0019 -0.0040 -0.4% 1.0158
Low 0.9969 0.9969 0.0000 0.0% 0.9998
Close 0.9977 1.0018 0.0041 0.4% 1.0089
Range 0.0090 0.0050 -0.0040 -44.4% 0.0160
ATR 0.0070 0.0069 -0.0001 -2.1% 0.0000
Volume 4 38 34 850.0% 39
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0152 1.0135 1.0046
R3 1.0102 1.0085 1.0032
R2 1.0052 1.0052 1.0027
R1 1.0035 1.0035 1.0023 1.0044
PP 1.0002 1.0002 1.0002 1.0006
S1 0.9985 0.9985 1.0013 0.9994
S2 0.9952 0.9952 1.0009
S3 0.9902 0.9935 1.0004
S4 0.9852 0.9885 0.9991
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% 0.0045 0.5% 26% False True 14
10 1.0278 0.9969 0.0309 3.1% 0.0038 0.4% 16% False True 8
20 1.0315 0.9969 0.0346 3.5% 0.0026 0.3% 14% False True 5
40 1.0398 0.9969 0.0429 4.3% 0.0021 0.2% 11% False True 5
60 1.0518 0.9902 0.0616 6.1% 0.0025 0.2% 19% False False 6
80 1.0643 0.9710 0.0933 9.3% 0.0032 0.3% 33% False False 7
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0232
2.618 1.0150
1.618 1.0100
1.000 1.0069
0.618 1.0050
HIGH 1.0019
0.618 1.0000
0.500 0.9994
0.382 0.9988
LOW 0.9969
0.618 0.9938
1.000 0.9919
1.618 0.9888
2.618 0.9838
4.250 0.9757
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 1.0010 1.0017
PP 1.0002 1.0015
S1 0.9994 1.0014

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

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