CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 1.0232 1.0187 -0.0045 -0.4% 1.0081
High 1.0262 1.0243 -0.0019 -0.2% 1.0195
Low 1.0175 1.0166 -0.0009 -0.1% 1.0081
Close 1.0194 1.0230 0.0036 0.4% 1.0186
Range 0.0087 0.0077 -0.0010 -11.5% 0.0114
ATR 0.0072 0.0072 0.0000 0.5% 0.0000
Volume 59 71 12 20.3% 355
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0444 1.0414 1.0272
R3 1.0367 1.0337 1.0251
R2 1.0290 1.0290 1.0244
R1 1.0260 1.0260 1.0237 1.0275
PP 1.0213 1.0213 1.0213 1.0221
S1 1.0183 1.0183 1.0223 1.0198
S2 1.0136 1.0136 1.0216
S3 1.0059 1.0106 1.0209
S4 0.9982 1.0029 1.0188
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0496 1.0455 1.0249
R3 1.0382 1.0341 1.0217
R2 1.0268 1.0268 1.0207
R1 1.0227 1.0227 1.0196 1.0248
PP 1.0154 1.0154 1.0154 1.0164
S1 1.0113 1.0113 1.0176 1.0134
S2 1.0040 1.0040 1.0165
S3 0.9926 0.9999 1.0155
S4 0.9812 0.9885 1.0123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0262 1.0100 0.0162 1.6% 0.0068 0.7% 80% False False 72
10 1.0262 1.0048 0.0214 2.1% 0.0080 0.8% 85% False False 125
20 1.0262 0.9969 0.0293 2.9% 0.0059 0.6% 89% False False 69
40 1.0398 0.9969 0.0429 4.2% 0.0039 0.4% 61% False False 36
60 1.0398 0.9930 0.0468 4.6% 0.0032 0.3% 64% False False 27
80 1.0643 0.9902 0.0741 7.2% 0.0034 0.3% 44% False False 22
100 1.0643 0.9710 0.0933 9.1% 0.0037 0.4% 56% False False 19
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0570
2.618 1.0445
1.618 1.0368
1.000 1.0320
0.618 1.0291
HIGH 1.0243
0.618 1.0214
0.500 1.0205
0.382 1.0195
LOW 1.0166
0.618 1.0118
1.000 1.0089
1.618 1.0041
2.618 0.9964
4.250 0.9839
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 1.0222 1.0215
PP 1.0213 1.0201
S1 1.0205 1.0186

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

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