CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 0.9877 0.9853 -0.0024 -0.2% 0.9974
High 0.9891 0.9890 -0.0001 0.0% 1.0050
Low 0.9820 0.9845 0.0025 0.3% 0.9872
Close 0.9844 0.9885 0.0041 0.4% 0.9877
Range 0.0071 0.0045 -0.0026 -36.6% 0.0178
ATR 0.0068 0.0066 -0.0002 -2.3% 0.0000
Volume 5,616 1,149 -4,467 -79.5% 2,481
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0008 0.9992 0.9910
R3 0.9963 0.9947 0.9897
R2 0.9918 0.9918 0.9893
R1 0.9902 0.9902 0.9889 0.9910
PP 0.9873 0.9873 0.9873 0.9878
S1 0.9857 0.9857 0.9881 0.9865
S2 0.9828 0.9828 0.9877
S3 0.9783 0.9812 0.9873
S4 0.9738 0.9767 0.9860
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0467 1.0350 0.9975
R3 1.0289 1.0172 0.9926
R2 1.0111 1.0111 0.9910
R1 0.9994 0.9994 0.9893 0.9964
PP 0.9933 0.9933 0.9933 0.9918
S1 0.9816 0.9816 0.9861 0.9786
S2 0.9755 0.9755 0.9844
S3 0.9577 0.9638 0.9828
S4 0.9399 0.9460 0.9779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0023 0.9820 0.0203 2.1% 0.0059 0.6% 32% False False 1,725
10 1.0106 0.9820 0.0286 2.9% 0.0062 0.6% 23% False False 1,044
20 1.0250 0.9820 0.0430 4.4% 0.0065 0.7% 15% False False 638
40 1.0358 0.9820 0.0538 5.4% 0.0063 0.6% 12% False False 374
60 1.0358 0.9820 0.0538 5.4% 0.0062 0.6% 12% False False 272
80 1.0398 0.9820 0.0578 5.8% 0.0051 0.5% 11% False False 205
100 1.0398 0.9820 0.0578 5.8% 0.0044 0.4% 11% False False 166
120 1.0643 0.9820 0.0823 8.3% 0.0044 0.4% 8% False False 139
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0081
2.618 1.0008
1.618 0.9963
1.000 0.9935
0.618 0.9918
HIGH 0.9890
0.618 0.9873
0.500 0.9868
0.382 0.9862
LOW 0.9845
0.618 0.9817
1.000 0.9800
1.618 0.9772
2.618 0.9727
4.250 0.9654
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 0.9879 0.9878
PP 0.9873 0.9872
S1 0.9868 0.9865

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

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