CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 0.9791 0.9757 -0.0034 -0.3% 0.9877
High 0.9816 0.9787 -0.0029 -0.3% 0.9891
Low 0.9753 0.9704 -0.0049 -0.5% 0.9753
Close 0.9767 0.9706 -0.0061 -0.6% 0.9767
Range 0.0063 0.0083 0.0020 31.7% 0.0138
ATR 0.0069 0.0070 0.0001 1.5% 0.0000
Volume 1,011 4,848 3,837 379.5% 8,696
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9981 0.9927 0.9752
R3 0.9898 0.9844 0.9729
R2 0.9815 0.9815 0.9721
R1 0.9761 0.9761 0.9714 0.9747
PP 0.9732 0.9732 0.9732 0.9725
S1 0.9678 0.9678 0.9698 0.9664
S2 0.9649 0.9649 0.9691
S3 0.9566 0.9595 0.9683
S4 0.9483 0.9512 0.9660
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0218 1.0130 0.9843
R3 1.0080 0.9992 0.9805
R2 0.9942 0.9942 0.9792
R1 0.9854 0.9854 0.9780 0.9829
PP 0.9804 0.9804 0.9804 0.9791
S1 0.9716 0.9716 0.9754 0.9691
S2 0.9666 0.9666 0.9742
S3 0.9528 0.9578 0.9729
S4 0.9390 0.9440 0.9691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9891 0.9704 0.0187 1.9% 0.0074 0.8% 1% False True 2,708
10 1.0050 0.9704 0.0346 3.6% 0.0067 0.7% 1% False True 1,602
20 1.0250 0.9704 0.0546 5.6% 0.0069 0.7% 0% False True 968
40 1.0358 0.9704 0.0654 6.7% 0.0064 0.7% 0% False True 535
60 1.0358 0.9704 0.0654 6.7% 0.0064 0.7% 0% False True 385
80 1.0398 0.9704 0.0694 7.2% 0.0053 0.6% 0% False True 290
100 1.0398 0.9704 0.0694 7.2% 0.0046 0.5% 0% False True 232
120 1.0643 0.9704 0.0939 9.7% 0.0045 0.5% 0% False True 196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0140
2.618 1.0004
1.618 0.9921
1.000 0.9870
0.618 0.9838
HIGH 0.9787
0.618 0.9755
0.500 0.9746
0.382 0.9736
LOW 0.9704
0.618 0.9653
1.000 0.9621
1.618 0.9570
2.618 0.9487
4.250 0.9351
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 0.9746 0.9794
PP 0.9732 0.9764
S1 0.9719 0.9735

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

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