CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 0.9771 0.9779 0.0008 0.1% 0.9877
High 0.9828 0.9845 0.0017 0.2% 0.9891
Low 0.9731 0.9770 0.0039 0.4% 0.9753
Close 0.9797 0.9840 0.0043 0.4% 0.9767
Range 0.0097 0.0075 -0.0022 -22.7% 0.0138
ATR 0.0076 0.0076 0.0000 -0.1% 0.0000
Volume 5,940 6,823 883 14.9% 8,696
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0043 1.0017 0.9881
R3 0.9968 0.9942 0.9861
R2 0.9893 0.9893 0.9854
R1 0.9867 0.9867 0.9847 0.9880
PP 0.9818 0.9818 0.9818 0.9825
S1 0.9792 0.9792 0.9833 0.9805
S2 0.9743 0.9743 0.9826
S3 0.9668 0.9717 0.9819
S4 0.9593 0.9642 0.9799
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 0.9845 0.9680 0.0165 1.7% 0.0090 0.9% 97% True False 4,509
10 0.9974 0.9680 0.0294 3.0% 0.0081 0.8% 54% False False 3,147
20 1.0250 0.9680 0.0570 5.8% 0.0079 0.8% 28% False False 1,779
40 1.0318 0.9680 0.0638 6.5% 0.0067 0.7% 25% False False 939
60 1.0358 0.9680 0.0678 6.9% 0.0067 0.7% 24% False False 662
80 1.0358 0.9680 0.0678 6.9% 0.0057 0.6% 24% False False 498
100 1.0398 0.9680 0.0718 7.3% 0.0049 0.5% 22% False False 399
120 1.0518 0.9680 0.0838 8.5% 0.0046 0.5% 19% False False 334
Crabel Price Patterns
NR True
NR4 True
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 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0164
2.618 1.0041
1.618 0.9966
1.000 0.9920
0.618 0.9891
HIGH 0.9845
0.618 0.9816
0.500 0.9808
0.382 0.9799
LOW 0.9770
0.618 0.9724
1.000 0.9695
1.618 0.9649
2.618 0.9574
4.250 0.9451
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 0.9829 0.9814
PP 0.9818 0.9788
S1 0.9808 0.9763

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

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